+258.5%
OKE vs GDDY
+207.2%
+51.3%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.8% | -0.8% | +0.3% |
| 7D | +1.2% | -3.2% | +4.4% | +2.1% |
| 30D | +4.5% | +6.8% | -2.3% | +1.2% |
| 3M | +9.6% | +30.5% | -20.9% | -3.6% |
| 6M | +15.4% | +13.3% | +2.0% | +5.9% |
| YTD | +36.5% | -21.0% | +57.4% | +43.0% |
| 1Y | +39.0% | -34.0% | +73.0% | +56.7% |
| 3Y | +74.3% | +33.1% | +41.2% | +39.0% |
| 5Y | +141.2% | +30.3% | +110.9% | +86.0% |
| All | +258.5% | +207.2% | +51.3% | +84.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 GDDY 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