+258.5%
OKE vs SPYG
+424.6%
-166.1%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.3% |
| 7D | +1.2% | -0.9% | +2.1% | +1.9% |
| 30D | +4.5% | -1.5% | +6.0% | +5.6% |
| 3M | +9.6% | +3.7% | +5.9% | +5.4% |
| 6M | +15.4% | +16.4% | -1.0% | -0.6% |
| YTD | +36.5% | +13.3% | +23.1% | +19.7% |
| 1Y | +39.0% | +17.9% | +21.1% | +17.0% |
| 3Y | +74.3% | +98.3% | -24.0% | -11.4% |
| 5Y | +141.2% | +86.4% | +54.8% | +26.9% |
| All | +258.5% | +424.6% | -166.1% | -36.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 10y: compounded portfolio wealth divided by compounded SPYG 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…
10y analysis · Full analysis span regression · 6 months rolling