+121.5%
FIX vs OKE
+40.5%
+81.0%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.9% | +5.3% | +6.6% |
| 7D | +5.0% | +1.2% | +3.8% | +5.4% |
| 30D | -2.7% | +4.5% | -7.2% | -1.2% |
| 3M | -8.2% | +9.6% | -17.8% | -4.3% |
| 6M | +20.3% | +15.4% | +4.9% | +27.5% |
| YTD | +81.4% | +36.5% | +45.0% | +104.8% |
| 1Y | +121.5% | +39.0% | +82.5% | +161.2% |
| All | +121.5% | +40.5% | +81.0% | +161.2% |
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