+4,087.3%
FDX vs OKE
+15,895.1%
-11,807.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.2% | -0.5% |
| 7D | -2.5% | +0.7% | -3.2% | -2.7% |
| 30D | +3.8% | +9.4% | -5.6% | +1.0% |
| 3M | -1.3% | +8.6% | -9.9% | -4.0% |
| 6M | +5.0% | +15.3% | -10.3% | -0.2% |
| YTD | +39.6% | +34.8% | +4.9% | +26.4% |
| 1Y | +81.1% | +35.3% | +45.9% | +63.4% |
| 3Y | +63.0% | +69.5% | -6.4% | +36.1% |
| 5Y | +65.6% | +135.2% | -69.6% | +24.3% |
| 10Y | +183.4% | +261.7% | -78.4% | +68.3% |
| All | +4,087.3% | +15,895.1% | -11,807.7% | +972.2% |
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