+96.9%
GLD vs OKE
+62.2%
+34.7%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | +0.2% |
| 7D | -4.6% | +5.4% | -9.9% | -4.6% |
| 30D | -5.5% | -1.3% | -4.1% | -5.5% |
| 3M | -10.9% | -2.0% | -8.9% | -11.0% |
| 6M | -17.4% | +3.4% | -20.9% | -17.7% |
| YTD | -10.3% | +28.2% | -38.5% | -12.2% |
| 1Y | -7.2% | +35.7% | -42.8% | -9.4% |
| 3Y | +96.9% | +61.0% | +35.9% | +80.6% |
| All | +96.9% | +62.2% | +34.7% | +80.6% |
Cumulative growth
Daily Returns
Daily percentage return beside OKE.
Daily Out/Under-Performance
Portfolio return minus OKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OKE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded OKE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling