+3,553.2%
FIX vs OKE
+243.0%
+3,310.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.0% | -2.4% | -1.7% |
| 7D | +9.4% | +5.4% | +4.1% | +7.4% |
| 30D | -27.8% | -1.3% | -26.5% | -27.4% |
| 3M | -35.6% | -2.0% | -33.5% | -35.1% |
| 6M | -45.2% | +3.4% | -48.7% | -46.4% |
| YTD | +19.5% | +28.2% | -8.7% | +6.5% |
| 1Y | +24.2% | +35.7% | -11.4% | +8.1% |
| 3Y | +494.2% | +61.0% | +433.2% | +389.2% |
| 5Y | +1,036.1% | +85.8% | +950.3% | +774.8% |
| All | +3,553.2% | +243.0% | +3,310.2% | +2,182.5% |
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 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