+177.2%
FDX vs OKE
+266.1%
-88.9%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.9% | -0.2% |
| 7D | -3.3% | +1.2% | -4.5% | -3.7% |
| 30D | -4.5% | +4.5% | -9.0% | -5.9% |
| 3M | -7.3% | +9.6% | -17.0% | -10.2% |
| 6M | +7.5% | +15.4% | -7.8% | +1.9% |
| YTD | +35.1% | +36.5% | -1.4% | +20.9% |
| 1Y | +71.4% | +39.0% | +32.4% | +52.3% |
| 3Y | +60.8% | +74.3% | -13.5% | +31.4% |
| 5Y | +65.5% | +141.2% | -75.7% | +21.1% |
| All | +177.2% | +266.1% | -88.9% | +72.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling