+106.8%
FAST vs OKE
+142.5%
-35.7%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.6% | -1.0% |
| 7D | +1.3% | +1.9% | -0.6% | +0.8% |
| 30D | -4.7% | +12.8% | -17.6% | -7.7% |
| 3M | +7.9% | +11.9% | -4.0% | +4.6% |
| 6M | +7.4% | +14.9% | -7.4% | +2.8% |
| YTD | +25.1% | +37.7% | -12.6% | +13.2% |
| 1Y | +4.7% | +44.1% | -39.4% | -6.7% |
| 3Y | +94.7% | +75.3% | +19.4% | +60.0% |
| 5Y | +106.8% | +144.0% | -37.3% | +50.8% |
| All | +106.8% | +142.5% | -35.7% | +50.8% |
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 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