+519.9%
FIX vs OKE
+59.4%
+460.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.9% | +4.1% | +4.7% |
| 7D | +6.4% | -0.5% | +6.9% | +6.7% |
| 30D | -29.1% | -3.1% | -26.0% | -28.3% |
| 3M | -31.1% | -2.6% | -28.6% | -30.6% |
| 6M | -42.8% | +2.8% | -45.6% | -44.0% |
| YTD | +24.6% | +25.9% | -1.3% | +7.1% |
| 1Y | +21.9% | +34.0% | -12.0% | +0.4% |
| All | +519.9% | +59.4% | +460.5% | +395.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling