+16.6%
GS vs OKE
+35.4%
-18.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +0.9% | +2.0% |
| 7D | -0.1% | -0.5% | +0.4% | -0.3% |
| 30D | +3.7% | -3.1% | +6.8% | +2.9% |
| 3M | -10.0% | -2.6% | -7.4% | -10.3% |
| 6M | -1.0% | +2.8% | -3.8% | -0.3% |
| YTD | +7.0% | +25.9% | -18.9% | +11.3% |
| 1Y | +16.6% | +34.0% | -17.3% | +22.2% |
| All | +16.6% | +35.4% | -18.8% | +22.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling