+137.0%
OKE vs GAP
+8.7%
+128.3%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.9% | -1.9% | +0.6% |
| 7D | +1.2% | -4.1% | +5.3% | +1.7% |
| 30D | +4.5% | +6.2% | -1.7% | +3.6% |
| 3M | +9.6% | -0.7% | +10.3% | +9.4% |
| 6M | +15.4% | -7.1% | +22.5% | +15.4% |
| YTD | +36.5% | -14.1% | +50.5% | +37.3% |
| 1Y | +39.0% | -8.5% | +47.5% | +38.0% |
| 3Y | +74.3% | +115.4% | -41.1% | +42.4% |
| All | +137.0% | +8.7% | +128.3% | +100.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 5y: compounded portfolio wealth divided by compounded GAP 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…
5y analysis · Full analysis span regression · 6 months rolling