-55.8%
FIG vs OKE
+35.9%
-91.7%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.3% | -4.0% | -4.3% |
| 7D | -16.3% | +0.7% | -17.0% | -16.3% |
| 30D | -14.3% | +9.4% | -23.7% | -14.9% |
| 3M | +7.2% | +8.6% | -1.4% | +6.2% |
| 6M | -18.6% | +15.3% | -33.9% | -19.0% |
| YTD | -35.5% | +34.8% | -70.2% | -38.7% |
| 1Y | -55.8% | +35.3% | -91.1% | -58.0% |
| All | -55.8% | +35.9% | -91.7% | -58.0% |
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