+39.0%
OKE vs PH
+25.3%
+13.6%
-11.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.8% | +1.2% |
| 7D | +1.2% | -1.3% | +2.5% | +1.1% |
| 30D | +4.5% | -11.0% | +15.5% | +2.8% |
| 3M | +9.6% | +5.5% | +4.1% | +10.8% |
| 6M | +15.4% | +1.5% | +13.9% | +17.0% |
| YTD | +36.5% | +8.8% | +27.7% | +36.0% |
| 1Y | +39.0% | +24.5% | +14.5% | +31.3% |
| All | +39.0% | +25.3% | +13.6% | +31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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