+77,510.7%
FAST vs OKE
+15,110.7%
+62,400.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -0.9% |
| 7D | +4.2% | +5.4% | -1.2% | +2.7% |
| 30D | +6.7% | -1.3% | +8.0% | +6.9% |
| 3M | +8.0% | -2.0% | +10.1% | +8.4% |
| 6M | +27.4% | +3.4% | +24.0% | +25.6% |
| YTD | +40.5% | +28.2% | +12.3% | +29.9% |
| 1Y | +38.4% | +35.7% | +2.7% | +25.9% |
| 3Y | +98.7% | +61.0% | +37.7% | +70.1% |
| 5Y | +106.7% | +85.8% | +20.9% | +67.6% |
| 10Y | +545.1% | +242.1% | +303.0% | +286.4% |
| All | +77,510.7% | +15,110.7% | +62,400.0% | +15,662.9% |
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