+40.6%
OKE vs GD
+11.5%
+29.1%
-11.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.6% | -1.7% |
| 7D | -0.2% | -3.1% | +2.9% | 0.0% |
| 30D | +6.1% | -10.9% | +17.0% | +6.7% |
| 3M | +10.4% | +2.5% | +8.0% | +10.5% |
| 6M | +14.2% | -1.7% | +15.8% | +15.6% |
| YTD | +35.3% | +6.1% | +29.2% | +34.7% |
| 1Y | +40.6% | +11.7% | +28.9% | +39.1% |
| All | +40.6% | +11.5% | +29.1% | +39.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling