+3,292.0%
OKE vs MOH
+1,358.8%
+1,933.2%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.0% | -1.0% | +0.6% |
| 7D | +1.2% | +1.7% | -0.5% | +0.9% |
| 30D | +4.5% | -0.9% | +5.4% | +4.6% |
| 3M | +9.6% | +5.7% | +3.9% | +8.1% |
| 6M | +15.4% | +39.1% | -23.7% | +7.8% |
| YTD | +36.5% | +17.7% | +18.8% | +29.7% |
| 1Y | +39.0% | +8.4% | +30.6% | +33.2% |
| 3Y | +74.3% | -36.6% | +110.9% | +77.1% |
| 5Y | +141.2% | -19.1% | +160.3% | +131.1% |
| 10Y | +262.1% | +262.8% | -0.7% | +153.1% |
| All | +3,292.0% | +1,358.8% | +1,933.2% | +1,618.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 MOH 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