-80.9%
FIG vs OKE
+25.4%
-106.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.7% | -1.5% | -3.2% |
| 7D | -14.5% | -0.2% | -14.3% | -14.4% |
| 30D | -13.3% | +6.1% | -19.4% | -13.6% |
| 3M | +7.4% | +10.4% | -3.0% | +6.4% |
| 6M | -27.8% | +14.2% | -41.9% | -28.1% |
| YTD | -41.1% | +35.3% | -76.4% | -43.2% |
| 1Y | -58.7% | +40.6% | -99.3% | -60.8% |
| All | -80.9% | +25.4% | -106.4% | -82.5% |
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