+137.0%
OKE vs CHD
+20.9%
+116.2%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.9% |
| 7D | +1.2% | -4.5% | +5.7% | +2.0% |
| 30D | +4.5% | -6.7% | +11.2% | +5.6% |
| 3M | +9.6% | -2.7% | +12.3% | +9.9% |
| 6M | +15.4% | -4.9% | +20.3% | +16.1% |
| YTD | +36.5% | +13.3% | +23.1% | +32.8% |
| 1Y | +39.0% | +1.0% | +38.0% | +38.0% |
| 3Y | +74.3% | +1.3% | +73.0% | +72.9% |
| All | +137.0% | +20.9% | +116.2% | +140.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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