+6,577.3%
FIX vs OKE
+266.1%
+6,311.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.9% | +5.3% | +6.0% |
| 7D | +5.0% | +1.2% | +3.8% | +4.6% |
| 30D | -2.7% | +4.5% | -7.2% | -4.2% |
| 3M | -8.2% | +9.6% | -17.8% | -11.7% |
| 6M | +20.3% | +15.4% | +4.9% | +12.6% |
| YTD | +81.4% | +36.5% | +45.0% | +58.6% |
| 1Y | +121.5% | +39.0% | +82.5% | +91.3% |
| 3Y | +807.4% | +74.3% | +733.1% | +628.1% |
| 5Y | +2,306.7% | +141.2% | +2,165.5% | +1,604.9% |
| All | +6,577.3% | +266.1% | +6,311.3% | +4,156.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling