+1,092.2%
FIX vs OKE
+83.5%
+1,008.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.9% | +4.1% | +4.7% |
| 7D | +6.4% | -0.5% | +6.9% | +6.8% |
| 30D | -29.1% | -3.1% | -26.0% | -28.2% |
| 3M | -31.1% | -2.6% | -28.6% | -30.5% |
| 6M | -42.8% | +2.8% | -45.6% | -44.2% |
| YTD | +24.6% | +25.9% | -1.3% | +8.3% |
| 1Y | +21.9% | +34.0% | -12.0% | +2.2% |
| 3Y | +524.9% | +58.9% | +466.0% | +395.9% |
| 5Y | +1,092.2% | +81.8% | +1,010.4% | +745.8% |
| All | +1,092.2% | +83.5% | +1,008.7% | +745.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling