+71.3%
FDX vs OKE
+39.2%
+32.2%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | -3.9% | 0.0% | -3.8% | -3.8% |
| 30D | -3.3% | +4.6% | -7.9% | -3.1% |
| 3M | -2.0% | +6.9% | -8.9% | -1.8% |
| 6M | +8.0% | +15.8% | -7.7% | +6.8% |
| YTD | +35.0% | +35.2% | -0.2% | +29.3% |
| All | +71.3% | +39.2% | +32.2% | +60.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling