+242.9%
OKE vs GD
+165.7%
+77.2%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +0.9% |
| 7D | +5.4% | +2.7% | +2.7% | +3.3% |
| 30D | -1.3% | +8.6% | -9.9% | -7.3% |
| 3M | -2.0% | -7.1% | +5.0% | +3.2% |
| 6M | +3.4% | +7.5% | -4.0% | -3.3% |
| YTD | +28.2% | +9.9% | +18.3% | +15.7% |
| 1Y | +35.7% | +7.6% | +28.1% | +24.4% |
| 3Y | +61.0% | +56.2% | +4.8% | +4.3% |
| 5Y | +85.8% | +100.6% | -14.8% | -5.6% |
| All | +242.9% | +165.7% | +77.2% | +47.3% |
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