+15,834.9%
OKE vs PH
+24,840.9%
-9,006.0%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.1% | -1.4% |
| 7D | -0.2% | 0.0% | -0.2% | -0.2% |
| 30D | +6.1% | -10.3% | +16.4% | +11.0% |
| 3M | +10.4% | +5.1% | +5.4% | +7.4% |
| 6M | +14.2% | +2.3% | +11.9% | +11.1% |
| YTD | +35.3% | +8.7% | +26.6% | +27.7% |
| 1Y | +40.6% | +26.8% | +13.9% | +23.7% |
| 3Y | +72.2% | +139.2% | -67.0% | +12.8% |
| 5Y | +139.6% | +251.1% | -111.5% | +31.3% |
| 10Y | +259.1% | +812.6% | -553.5% | +40.3% |
| All | +15,834.9% | +24,840.9% | -9,006.0% | +2,768.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling