+393.6%
COHR vs OKE
+138.0%
+255.5%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.9% | +3.2% | +3.7% |
| 7D | +8.3% | +1.2% | +7.1% | +7.7% |
| 30D | -14.1% | +4.5% | -18.6% | -16.2% |
| 3M | -16.0% | +9.6% | -25.6% | -21.4% |
| 6M | +21.5% | +15.4% | +6.1% | +8.5% |
| YTD | +65.4% | +36.5% | +29.0% | +30.8% |
| 1Y | +195.0% | +39.0% | +156.0% | +129.1% |
| 3Y | +830.2% | +74.3% | +755.9% | +547.2% |
| All | +393.6% | +138.0% | +255.5% | +186.7% |
Cumulative growth
Daily Returns
Daily percentage return beside OKE.
Daily Out/Under-Performance
Portfolio return minus OKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OKE 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 OKE 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