+255.2%
OKE vs GD
+195.0%
+60.2%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.6% | -0.4% |
| 7D | 0.0% | -3.2% | +3.1% | +2.4% |
| 30D | +4.6% | -9.6% | +14.2% | +12.7% |
| 3M | +6.9% | +4.3% | +2.6% | +2.7% |
| 6M | +15.8% | +0.5% | +15.2% | +13.2% |
| YTD | +35.2% | +6.6% | +28.6% | +25.2% |
| 1Y | +37.6% | +11.6% | +26.0% | +22.1% |
| 3Y | +72.0% | +72.6% | -0.5% | +1.6% |
| 5Y | +139.0% | +95.2% | +43.8% | +24.9% |
| All | +255.2% | +195.0% | +60.2% | +39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 10y: compounded portfolio wealth divided by compounded GD 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…
10y analysis · Full analysis span regression · 6 months rolling