+15,968.0%
OKE vs THC
+505.7%
+15,462.2%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.9% | +0.9% |
| 7D | +1.2% | -0.5% | +1.8% | +1.3% |
| 30D | +4.5% | -1.2% | +5.6% | +4.6% |
| 3M | +9.6% | +52.3% | -42.7% | +0.3% |
| 6M | +15.4% | +12.4% | +3.0% | +11.3% |
| YTD | +36.5% | +32.7% | +3.8% | +26.8% |
| 1Y | +39.0% | +36.4% | +2.6% | +27.9% |
| 3Y | +74.3% | +259.3% | -185.0% | +28.8% |
| 5Y | +141.2% | +262.7% | -121.5% | +71.0% |
| 10Y | +262.1% | +1,016.4% | -754.3% | +90.9% |
| All | +15,968.0% | +505.7% | +15,462.2% | +6,866.4% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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