+223.3%
HOOD vs OKE
+139.2%
+84.1%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -1.2% |
| 7D | -7.8% | +1.2% | -9.1% | -8.5% |
| 30D | +18.6% | +4.5% | +14.1% | +15.0% |
| 3M | +22.1% | +9.6% | +12.4% | +13.5% |
| 6M | +43.1% | +15.4% | +27.7% | +25.6% |
| YTD | -0.5% | +36.5% | -36.9% | -23.1% |
| 1Y | -4.4% | +39.0% | -43.4% | -27.7% |
| 3Y | +938.5% | +74.3% | +864.2% | +578.7% |
| 5Y | +173.4% | +141.2% | +32.2% | +37.7% |
| All | +223.3% | +139.2% | +84.1% | +64.6% |
Cumulative growth
Daily Returns
Daily percentage return beside OKE.
Daily Out/Under-Performance
Portfolio return minus OKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OKE 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 OKE 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