+94.7%
FAST vs OKE
+75.5%
+19.2%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.6% | -0.9% |
| 7D | +1.3% | +1.9% | -0.6% | +0.9% |
| 30D | -4.7% | +12.8% | -17.6% | -7.1% |
| 3M | +7.9% | +11.9% | -4.0% | +5.3% |
| 6M | +7.4% | +14.9% | -7.4% | +3.7% |
| YTD | +25.1% | +37.7% | -12.6% | +14.8% |
| 1Y | +4.7% | +44.1% | -39.4% | -5.2% |
| 3Y | +94.7% | +75.3% | +19.4% | +68.1% |
| All | +94.7% | +75.5% | +19.2% | +68.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling