+72.7%
OKE vs PH
+133.8%
-61.2%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.4% |
| 7D | 0.0% | -3.1% | +3.1% | +0.9% |
| 30D | +4.6% | -11.8% | +16.4% | +8.4% |
| 3M | +6.9% | +6.9% | 0.0% | +4.1% |
| 6M | +15.8% | -1.3% | +17.0% | +15.0% |
| YTD | +35.2% | +7.0% | +28.2% | +29.2% |
| 1Y | +37.6% | +23.1% | +14.5% | +23.0% |
| All | +72.7% | +133.8% | -61.2% | +19.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling