+111.1%
FAST vs OKE
+83.5%
+27.6%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.3% | +1.0% |
| 7D | +4.3% | -0.5% | +4.8% | +4.4% |
| 30D | +8.3% | -3.1% | +11.4% | +9.0% |
| 3M | +6.5% | -2.6% | +9.1% | +6.9% |
| 6M | +29.5% | +2.8% | +26.7% | +27.8% |
| YTD | +41.3% | +25.9% | +15.3% | +30.5% |
| 1Y | +37.4% | +34.0% | +3.4% | +24.5% |
| 3Y | +98.5% | +58.9% | +39.6% | +66.9% |
| 5Y | +111.1% | +81.8% | +29.3% | +68.7% |
| All | +111.1% | +83.5% | +27.6% | +68.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling