+137.0%
OKE vs JHX
-27.7%
+164.7%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.8% |
| 7D | +1.2% | -6.3% | +7.6% | +2.0% |
| 30D | +4.5% | -7.7% | +12.2% | +5.4% |
| 3M | +9.6% | +19.2% | -9.6% | +7.0% |
| 6M | +15.4% | +38.3% | -22.9% | +9.5% |
| YTD | +36.5% | +37.2% | -0.7% | +29.4% |
| 1Y | +39.0% | +42.3% | -3.3% | +30.4% |
| 3Y | +74.3% | -4.4% | +78.7% | +62.9% |
| All | +137.0% | -27.7% | +164.7% | +136.8% |
Cumulative growth
Daily Returns
Daily percentage return beside JHX.
Daily Out/Under-Performance
Portfolio return minus JHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JHX 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 JHX 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