+3,914.8%
OKE vs ZBH
+269.7%
+3,645.1%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.4% |
| 7D | +1.2% | -4.7% | +5.9% | +3.4% |
| 30D | +4.5% | -4.5% | +9.0% | +6.6% |
| 3M | +9.6% | +7.6% | +2.0% | +5.1% |
| 6M | +15.4% | +0.3% | +15.1% | +13.3% |
| YTD | +36.5% | +4.5% | +31.9% | +30.9% |
| 1Y | +39.0% | -9.4% | +48.4% | +40.9% |
| 3Y | +74.3% | -21.5% | +95.8% | +84.7% |
| 5Y | +141.2% | -28.4% | +169.6% | +161.1% |
| 10Y | +262.1% | -16.5% | +278.6% | +269.5% |
| All | +3,914.8% | +269.7% | +3,645.1% | +2,097.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBH.
Daily Out/Under-Performance
Portfolio return minus ZBH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBH 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 ZBH 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