+38.4%
FAST vs OKE
+36.3%
+2.0%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -0.7% |
| 7D | +4.2% | +5.4% | -1.2% | +3.9% |
| 30D | +6.7% | -1.3% | +8.0% | +6.6% |
| 3M | +8.0% | -2.0% | +10.1% | +7.9% |
| 6M | +27.4% | +3.4% | +24.0% | +26.9% |
| YTD | +40.5% | +28.2% | +12.3% | +33.2% |
| 1Y | +38.4% | +35.7% | +2.7% | +28.8% |
| All | +38.4% | +36.3% | +2.0% | +28.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling