+1,301.2%
FERG vs OKE
+1,061.2%
+240.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | -1.0% | 0.0% | -1.0% | -1.0% |
| 30D | -11.8% | +4.6% | -16.4% | -12.1% |
| 3M | -1.2% | +6.9% | -8.2% | -1.8% |
| 6M | -2.3% | +15.8% | -18.1% | -3.6% |
| YTD | +0.8% | +35.2% | -34.4% | -1.8% |
| 1Y | +0.5% | +37.6% | -37.1% | -2.3% |
| 3Y | +51.4% | +72.0% | -20.7% | +45.2% |
| 5Y | +67.5% | +139.0% | -71.5% | +58.2% |
| 10Y | +348.1% | +258.7% | +89.4% | +320.1% |
| All | +1,301.2% | +1,061.2% | +240.0% | +1,174.1% |
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