+3,879.4%
OKE vs GME
+1,158.5%
+2,720.8%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.5% | -2.6% | -0.3% |
| 7D | 0.0% | +6.0% | -6.1% | -0.4% |
| 30D | +4.6% | +8.3% | -3.8% | +4.0% |
| 3M | +6.9% | -9.1% | +16.0% | +7.5% |
| 6M | +15.8% | -16.3% | +32.1% | +16.7% |
| YTD | +35.2% | +1.5% | +33.6% | +34.5% |
| 1Y | +37.6% | -16.3% | +53.9% | +38.4% |
| 3Y | +72.0% | +15.1% | +56.9% | +55.3% |
| 5Y | +139.0% | -57.2% | +196.1% | +120.7% |
| 10Y | +258.7% | +274.5% | -15.8% | +43.2% |
| All | +3,879.4% | +1,158.5% | +2,720.8% | +1,135.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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