+2,064.0%
GS vs OKE
+5,407.3%
-3,343.3%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | +0.9% | +0.7% | +0.2% | +0.6% |
| 30D | -1.6% | +9.4% | -11.0% | -5.4% |
| 3M | -4.5% | +8.6% | -13.0% | -8.5% |
| 6M | +20.9% | +15.3% | +5.6% | +11.8% |
| YTD | +19.9% | +34.8% | -14.9% | +3.2% |
| 1Y | +41.4% | +35.3% | +6.1% | +21.1% |
| 3Y | +239.2% | +69.5% | +169.7% | +162.0% |
| 5Y | +185.0% | +135.2% | +49.9% | +88.7% |
| 10Y | +655.0% | +261.7% | +393.2% | +252.4% |
| All | +2,064.0% | +5,407.3% | -3,343.3% | +171.1% |
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 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