+2,194.8%
OKE vs XHB
+161.2%
+2,033.6%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.7% | +0.2% |
| 7D | +1.2% | -4.6% | +5.9% | +3.5% |
| 30D | +4.5% | -9.1% | +13.6% | +9.1% |
| 3M | +9.6% | -8.6% | +18.2% | +13.2% |
| 6M | +15.4% | -4.0% | +19.4% | +14.7% |
| YTD | +36.5% | -3.9% | +40.4% | +35.0% |
| 1Y | +39.0% | -16.5% | +55.4% | +46.8% |
| 3Y | +74.3% | +22.6% | +51.7% | +46.4% |
| 5Y | +141.2% | +33.9% | +107.3% | +88.7% |
| 10Y | +262.1% | +213.0% | +49.1% | +93.5% |
| All | +2,194.8% | +161.2% | +2,033.6% | +968.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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