+2,166.4%
FIX vs OKE
+140.8%
+2,025.7%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.7% | -0.3% | -1.3% |
| 7D | +3.5% | -0.2% | +3.7% | +3.6% |
| 30D | -3.5% | +6.1% | -9.6% | -5.7% |
| 3M | -11.8% | +10.4% | -22.2% | -16.0% |
| 6M | +17.8% | +14.2% | +3.6% | +9.2% |
| YTD | +73.3% | +35.3% | +38.0% | +46.2% |
| 1Y | +128.1% | +40.6% | +87.5% | +87.3% |
| 3Y | +772.7% | +72.2% | +700.4% | +565.3% |
| 5Y | +2,166.4% | +139.6% | +2,026.8% | +1,286.8% |
| All | +2,166.4% | +140.8% | +2,025.7% | +1,286.8% |
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