+3.1%
FERG vs OKE
+43.1%
-40.1%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.6% | +6.3% | +2.4% |
| 7D | +7.7% | -5.2% | +12.9% | +7.3% |
| 30D | +11.5% | +1.1% | +10.3% | +11.5% |
| 3M | -2.4% | +2.2% | -4.6% | -2.1% |
| 6M | -4.0% | 0.0% | -4.0% | -4.1% |
| YTD | +13.4% | +26.5% | -13.2% | +8.0% |
| 1Y | +3.1% | +44.6% | -41.5% | -6.6% |
| All | +3.1% | +43.1% | -40.1% | -6.6% |
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