+15,968.0%
OKE vs CHD
+9,760.0%
+6,208.0%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.9% |
| 7D | +1.2% | -4.5% | +5.7% | +2.3% |
| 30D | +4.5% | -6.7% | +11.2% | +6.1% |
| 3M | +9.6% | -2.7% | +12.3% | +10.1% |
| 6M | +15.4% | -4.9% | +20.3% | +16.3% |
| YTD | +36.5% | +13.3% | +23.1% | +31.8% |
| 1Y | +39.0% | +1.0% | +38.0% | +37.7% |
| 3Y | +74.3% | +1.3% | +73.0% | +71.2% |
| 5Y | +141.2% | +20.8% | +120.4% | +124.9% |
| 10Y | +262.1% | +126.1% | +136.0% | +181.1% |
| All | +15,968.0% | +9,760.0% | +6,208.0% | +6,316.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling