+15,818.3%
OKE vs PHM
+10,710.1%
+5,108.2%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | +0.3% |
| 7D | 0.0% | -6.4% | +6.3% | +1.3% |
| 30D | +4.6% | -12.1% | +16.7% | +7.4% |
| 3M | +6.9% | -1.5% | +8.5% | +6.7% |
| 6M | +15.8% | -6.0% | +21.8% | +16.0% |
| YTD | +35.2% | -0.3% | +35.5% | +33.3% |
| 1Y | +37.6% | -13.3% | +50.9% | +39.6% |
| 3Y | +72.0% | +47.6% | +24.5% | +51.8% |
| 5Y | +139.0% | +154.7% | -15.8% | +83.4% |
| 10Y | +258.7% | +552.4% | -293.7% | +126.5% |
| All | +15,818.3% | +10,710.1% | +5,108.2% | +5,225.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling