+74.3%
OKE vs HDB
-26.2%
+100.5%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +6.9% | -5.9% | +0.7% |
| 7D | +1.2% | +0.7% | +0.6% | +1.2% |
| 30D | +4.5% | +1.0% | +3.5% | +4.4% |
| 3M | +9.6% | -2.0% | +11.6% | +9.5% |
| 6M | +15.4% | -18.1% | +33.5% | +16.9% |
| YTD | +36.5% | -36.1% | +72.6% | +42.8% |
| 1Y | +39.0% | -34.0% | +73.0% | +44.7% |
| 3Y | +74.3% | -26.7% | +101.0% | +76.5% |
| All | +74.3% | -26.2% | +100.5% | +76.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 3y: compounded portfolio wealth divided by compounded HDB 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…
3y analysis · Full analysis span regression · 6 months rolling