+74.3%
OKE vs HRB
+25.9%
+48.4%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.9% |
| 7D | +1.2% | -8.0% | +9.3% | +1.9% |
| 30D | +4.5% | -16.0% | +20.5% | +5.9% |
| 3M | +9.6% | +26.9% | -17.3% | +6.8% |
| 6M | +15.4% | +51.1% | -35.8% | +10.0% |
| YTD | +36.5% | +7.1% | +29.4% | +35.8% |
| 1Y | +39.0% | -9.6% | +48.6% | +41.9% |
| 3Y | +74.3% | +25.4% | +48.9% | +61.0% |
| All | +74.3% | +25.9% | +48.4% | +61.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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