+19.4%
OKE vs GLXY
+7.0%
+12.4%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -7.0% | +5.3% | -1.9% |
| 7D | -0.2% | +4.5% | -4.7% | -0.1% |
| 30D | +6.1% | +28.8% | -22.8% | +6.7% |
| 3M | +10.4% | -23.0% | +33.5% | +10.6% |
| 6M | +14.2% | +17.0% | -2.9% | +14.4% |
| YTD | +35.3% | +12.5% | +22.9% | +34.7% |
| 1Y | +40.6% | -5.4% | +46.0% | +40.3% |
| All | +19.4% | +7.0% | +12.4% | +17.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling