+74.3%
OKE vs IAU
+123.7%
-49.4%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.9% |
| 7D | +1.2% | -2.0% | +3.3% | +1.3% |
| 30D | +4.5% | -1.5% | +6.0% | +4.5% |
| 3M | +9.6% | +3.3% | +6.3% | +9.4% |
| 6M | +15.4% | -16.2% | +31.6% | +18.2% |
| YTD | +36.5% | +0.7% | +35.8% | +35.5% |
| 1Y | +39.0% | +19.2% | +19.7% | +33.3% |
| 3Y | +74.3% | +124.4% | -50.1% | +30.6% |
| All | +74.3% | +123.7% | -49.4% | +30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IAU.
Daily Out/Under-Performance
Portfolio return minus IAU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAU 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 3y: compounded portfolio wealth divided by compounded IAU 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…
3y analysis · Full analysis span regression · 6 months rolling