-79.9%
FIG vs OKE
+26.5%
-106.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.9% | +3.8% | +4.8% |
| 7D | -3.8% | +1.2% | -5.1% | -3.8% |
| 30D | -2.3% | +4.5% | -6.8% | -2.5% |
| 3M | +20.0% | +9.6% | +10.3% | +18.9% |
| 6M | -16.7% | +15.4% | -32.0% | -17.1% |
| YTD | -37.9% | +36.5% | -74.4% | -40.2% |
| 1Y | -58.5% | +39.0% | -97.5% | -61.0% |
| All | -79.9% | +26.5% | -106.4% | -81.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling