+12,471.5%
FIX vs OKE
+5,243.3%
+7,228.2%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +2.0% |
| 7D | +6.0% | +0.7% | +5.3% | +5.8% |
| 30D | -7.2% | +9.4% | -16.6% | -10.2% |
| 3M | -15.9% | +8.6% | -24.4% | -18.8% |
| 6M | +12.7% | +15.3% | -2.6% | +5.6% |
| YTD | +72.8% | +34.8% | +38.0% | +52.3% |
| 1Y | +122.9% | +35.3% | +87.6% | +95.3% |
| 3Y | +774.3% | +69.5% | +704.8% | +610.0% |
| 5Y | +2,049.5% | +135.2% | +1,914.3% | +1,440.2% |
| 10Y | +5,821.5% | +261.7% | +5,559.7% | +3,148.8% |
| All | +12,471.5% | +5,243.3% | +7,228.2% | +2,540.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling