+37.3%
GS vs OKE
+40.5%
-3.2%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -1.1% |
| 7D | +2.4% | -0.2% | +2.6% | +2.4% |
| 30D | -0.1% | +6.1% | -6.1% | +1.3% |
| 3M | +0.2% | +10.4% | -10.3% | +2.4% |
| 6M | +24.8% | +14.2% | +10.6% | +27.1% |
| YTD | +18.8% | +35.3% | -16.6% | +22.5% |
| 1Y | +37.3% | +40.6% | -3.3% | +42.1% |
| All | +37.3% | +40.5% | -3.2% | +42.1% |
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