+36.6%
OKE vs IJH
+12.9%
+23.7%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.9% | +1.2% | -3.6% |
| 7D | -9.0% | -3.4% | -5.6% | -9.7% |
| 30D | -2.3% | -3.1% | +0.9% | -2.9% |
| 3M | 0.0% | -6.6% | +6.6% | -2.0% |
| 6M | -2.0% | -1.6% | -0.3% | -2.0% |
| YTD | +23.2% | +9.5% | +13.7% | +24.5% |
| 1Y | +36.6% | +12.1% | +24.5% | +37.5% |
| All | +36.6% | +12.9% | +23.7% | +37.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 1y: compounded portfolio wealth divided by compounded IJH 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…
1y analysis · Full analysis span regression · 6 months rolling