+8.0%
FAST vs OKE
+16.0%
-8.0%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.7% |
| 7D | -0.4% | +0.7% | -1.1% | -0.3% |
| 30D | -0.8% | +9.4% | -10.2% | -0.3% |
| 3M | +5.8% | +8.6% | -2.8% | +6.3% |
| 6M | +8.0% | +15.3% | -7.3% | +9.0% |
| All | +8.0% | +16.0% | -8.0% | +9.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling