+137.0%
OKE vs PHM
+156.2%
-19.1%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.6% | +0.7% |
| 7D | +1.2% | -5.0% | +6.2% | +2.1% |
| 30D | +4.5% | -8.4% | +12.9% | +6.0% |
| 3M | +9.6% | -4.4% | +14.0% | +9.9% |
| 6M | +15.4% | -3.7% | +19.1% | +15.0% |
| YTD | +36.5% | +1.3% | +35.2% | +34.0% |
| 1Y | +39.0% | -14.0% | +53.0% | +41.4% |
| 3Y | +74.3% | +48.1% | +26.2% | +48.6% |
| All | +137.0% | +156.2% | -19.1% | +57.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 PHM 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