+137.0%
OKE vs GNRC
-58.7%
+195.7%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.9% | -2.0% | +0.5% |
| 7D | +1.2% | -0.2% | +1.4% | +1.3% |
| 30D | +4.5% | -15.7% | +20.2% | +6.8% |
| 3M | +9.6% | -27.3% | +36.9% | +13.7% |
| 6M | +15.4% | -12.1% | +27.4% | +15.2% |
| YTD | +36.5% | +37.1% | -0.7% | +26.0% |
| 1Y | +39.0% | -0.5% | +39.4% | +34.5% |
| 3Y | +74.3% | +61.5% | +12.8% | +52.1% |
| All | +137.0% | -58.7% | +195.7% | +139.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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