+137.0%
OKE vs USHY
+20.9%
+116.1%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | +1.2% | -0.7% | +1.9% | +2.3% |
| 30D | +4.5% | -0.7% | +5.2% | +5.5% |
| 3M | +9.6% | +0.1% | +9.6% | +9.4% |
| 6M | +15.4% | +1.8% | +13.6% | +11.7% |
| YTD | +36.5% | +1.8% | +34.7% | +32.1% |
| 1Y | +39.0% | +3.3% | +35.7% | +31.3% |
| 3Y | +74.3% | +27.0% | +47.3% | +22.6% |
| All | +137.0% | +20.9% | +116.1% | +99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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