+15,818.3%
OKE vs HRB
+3,063.3%
+12,755.0%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | 0.0% |
| 7D | 0.0% | -12.2% | +12.1% | +3.3% |
| 30D | +4.6% | -3.0% | +7.5% | +4.7% |
| 3M | +6.9% | +21.7% | -14.8% | +0.4% |
| 6M | +15.8% | +52.3% | -36.6% | +1.0% |
| YTD | +35.2% | +6.5% | +28.7% | +29.1% |
| 1Y | +37.6% | -6.7% | +44.3% | +35.8% |
| 3Y | +72.0% | +25.1% | +46.9% | +53.3% |
| 5Y | +139.0% | +113.8% | +25.2% | +79.3% |
| 10Y | +258.7% | +204.8% | +53.9% | +133.9% |
| All | +15,818.3% | +3,063.3% | +12,755.0% | +5,823.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling