+77,932.6%
FAST vs OKE
+14,842.9%
+63,089.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.3% | +0.9% |
| 7D | +4.3% | -0.5% | +4.8% | +4.4% |
| 30D | +8.3% | -3.1% | +11.4% | +9.1% |
| 3M | +6.5% | -2.6% | +9.1% | +7.0% |
| 6M | +29.5% | +2.8% | +26.7% | +27.8% |
| YTD | +41.3% | +25.9% | +15.3% | +31.2% |
| 1Y | +37.4% | +34.0% | +3.4% | +25.4% |
| 3Y | +98.5% | +58.9% | +39.6% | +70.6% |
| 5Y | +111.1% | +81.8% | +29.3% | +72.1% |
| 10Y | +548.6% | +236.1% | +312.5% | +290.4% |
| All | +77,932.6% | +14,842.9% | +63,089.7% | +15,824.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling