+1,796.5%
GS vs OKE
+4,998.4%
-3,201.9%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | -0.2% |
| 7D | +1.6% | -5.0% | +6.5% | +3.7% |
| 30D | +1.7% | -1.6% | +3.3% | +2.1% |
| 3M | -11.6% | -2.2% | -9.4% | -11.2% |
| 6M | -1.9% | +5.0% | -6.9% | -5.3% |
| YTD | +5.1% | +24.8% | -19.7% | -7.0% |
| 1Y | +16.4% | +35.1% | -18.6% | -0.5% |
| 3Y | +199.0% | +57.5% | +141.5% | +137.5% |
| 5Y | +157.4% | +81.5% | +75.9% | +89.4% |
| 10Y | +457.2% | +225.3% | +231.9% | +172.0% |
| All | +1,796.5% | +4,998.4% | -3,201.9% | +144.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling