+258.5%
OKE vs VSH
+196.4%
+62.1%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +6.1% | -5.2% | -1.0% |
| 7D | +1.2% | +4.8% | -3.5% | -0.3% |
| 30D | +4.5% | -0.7% | +5.2% | +4.3% |
| 3M | +9.6% | -43.1% | +52.7% | +27.0% |
| 6M | +15.4% | +91.8% | -76.4% | -20.2% |
| YTD | +36.5% | +131.6% | -95.2% | -14.2% |
| 1Y | +39.0% | +118.1% | -79.1% | -11.8% |
| 3Y | +74.3% | +40.9% | +33.4% | +25.2% |
| 5Y | +141.2% | +75.8% | +65.4% | +46.0% |
| All | +258.5% | +196.4% | +62.1% | +52.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 10y: compounded portfolio wealth divided by compounded VSH 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…
10y analysis · Full analysis span regression · 6 months rolling