+74.3%
OKE vs GD
+74.1%
+0.2%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.5% | +0.8% |
| 7D | +1.2% | -1.0% | +2.2% | +1.5% |
| 30D | +4.5% | -9.7% | +14.2% | +7.8% |
| 3M | +9.6% | -0.4% | +10.0% | +9.5% |
| 6M | +15.4% | +1.5% | +13.9% | +14.5% |
| YTD | +36.5% | +7.1% | +29.4% | +32.0% |
| 1Y | +39.0% | +9.9% | +29.1% | +32.6% |
| 3Y | +74.3% | +74.6% | -0.4% | +34.2% |
| All | +74.3% | +74.1% | +0.2% | +34.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling