+137.0%
OKE vs INVH
-20.2%
+157.2%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +1.0% |
| 7D | +1.2% | -3.0% | +4.2% | +2.5% |
| 30D | +4.5% | -7.5% | +12.0% | +7.7% |
| 3M | +9.6% | -5.5% | +15.1% | +11.9% |
| 6M | +15.4% | +11.7% | +3.7% | +9.7% |
| YTD | +36.5% | +1.3% | +35.1% | +34.6% |
| 1Y | +39.0% | -6.1% | +45.0% | +41.5% |
| 3Y | +74.3% | -9.8% | +84.1% | +78.7% |
| All | +137.0% | -20.2% | +157.2% | +155.0% |
Cumulative growth
Daily Returns
Daily percentage return beside INVH.
Daily Out/Under-Performance
Portfolio return minus INVH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INVH 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 INVH 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