+20.4%
OKE vs GLXY
+3.8%
+16.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +1.0% |
| 7D | +1.2% | -7.3% | +8.6% | +1.1% |
| 30D | +4.5% | +15.7% | -11.3% | +4.9% |
| 3M | +9.6% | -26.7% | +36.3% | +9.7% |
| 6M | +15.4% | +13.7% | +1.7% | +15.5% |
| YTD | +36.5% | +9.1% | +27.3% | +35.8% |
| 1Y | +39.0% | -15.5% | +54.5% | +38.9% |
| All | +20.4% | +3.8% | +16.6% | +18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 GLXY 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