+231.1%
GM vs OKE
+266.1%
-35.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -1.0% |
| 7D | -2.4% | +1.2% | -3.7% | -3.0% |
| 30D | -1.1% | +4.5% | -5.6% | -3.1% |
| 3M | +6.1% | +9.6% | -3.5% | +1.3% |
| 6M | +15.0% | +15.4% | -0.4% | +5.9% |
| YTD | +6.0% | +36.5% | -30.5% | -10.0% |
| 1Y | +47.1% | +39.0% | +8.1% | +23.6% |
| 3Y | +170.5% | +74.3% | +96.2% | +100.8% |
| 5Y | +80.5% | +141.2% | -60.7% | +15.5% |
| All | +231.1% | +266.1% | -35.0% | +72.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling