+15,818.3%
OKE vs VSH
+1,651.9%
+14,166.4%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.1% |
| 7D | 0.0% | +3.1% | -3.1% | -0.7% |
| 30D | +4.6% | -5.7% | +10.3% | +5.6% |
| 3M | +6.9% | -42.5% | +49.4% | +16.6% |
| 6M | +15.8% | +82.7% | -66.9% | -3.1% |
| YTD | +35.2% | +118.2% | -83.0% | +8.2% |
| 1Y | +37.6% | +109.7% | -72.1% | +10.3% |
| 3Y | +72.0% | +35.3% | +36.7% | +46.3% |
| 5Y | +139.0% | +65.6% | +73.4% | +92.6% |
| 10Y | +258.7% | +176.8% | +81.9% | +164.6% |
| All | +15,818.3% | +1,651.9% | +14,166.4% | +7,277.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling