+170.5%
GM vs OKE
+72.4%
+98.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -0.8% |
| 7D | -2.4% | +1.2% | -3.7% | -2.7% |
| 30D | -1.1% | +4.5% | -5.6% | -2.2% |
| 3M | +6.1% | +9.6% | -3.5% | +3.3% |
| 6M | +15.0% | +15.4% | -0.4% | +8.7% |
| YTD | +6.0% | +36.5% | -30.5% | -7.1% |
| 1Y | +47.1% | +39.0% | +8.1% | +27.5% |
| 3Y | +170.5% | +74.3% | +96.2% | +92.3% |
| All | +170.5% | +72.4% | +98.1% | +92.3% |
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 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