+2,217.1%
OKE vs IAU
+867.6%
+1,349.5%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.6% | -1.8% |
| 7D | -0.2% | +0.2% | -0.4% | -0.2% |
| 30D | +6.1% | +0.2% | +5.8% | +6.0% |
| 3M | +10.4% | +3.3% | +7.2% | +9.8% |
| 6M | +14.2% | -14.6% | +28.7% | +16.3% |
| YTD | +35.3% | +1.9% | +33.5% | +34.1% |
| 1Y | +40.6% | +20.9% | +19.7% | +35.6% |
| 3Y | +72.2% | +127.5% | -55.3% | +50.2% |
| 5Y | +139.6% | +141.9% | -2.3% | +106.5% |
| 10Y | +259.1% | +222.8% | +36.3% | +196.2% |
| All | +2,217.1% | +867.6% | +1,349.5% | +1,519.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling