+144.0%
OKE vs GD
+95.9%
+48.1%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.8% | +3.0% | +2.6% |
| 7D | +1.9% | -3.5% | +5.4% | +3.7% |
| 30D | +12.8% | -9.0% | +21.9% | +18.4% |
| 3M | +11.9% | +5.1% | +6.9% | +8.4% |
| 6M | +14.9% | -1.0% | +15.9% | +14.6% |
| YTD | +37.7% | +7.3% | +30.4% | +30.2% |
| 1Y | +44.1% | +12.4% | +31.6% | +31.7% |
| 3Y | +75.3% | +73.7% | +1.6% | +13.8% |
| 5Y | +144.0% | +93.8% | +50.3% | +41.8% |
| All | +144.0% | +95.9% | +48.1% | +41.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling