+15,835.0%
OKE vs GAP
+2,145.7%
+13,689.2%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.6% | +2.8% | -0.9% |
| 7D | -0.2% | -3.2% | +3.0% | +0.4% |
| 30D | +6.1% | -0.7% | +6.8% | +5.9% |
| 3M | +10.4% | -0.5% | +10.9% | +9.9% |
| 6M | +14.2% | -5.0% | +19.1% | +13.6% |
| YTD | +35.3% | -14.7% | +50.0% | +36.6% |
| 1Y | +40.6% | -8.6% | +49.3% | +39.4% |
| 3Y | +72.2% | +108.4% | -36.1% | +35.4% |
| 5Y | +139.6% | +5.8% | +133.8% | +104.7% |
| 10Y | +259.1% | +29.6% | +229.4% | +169.6% |
| All | +15,835.0% | +2,145.7% | +13,689.2% | +6,986.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling