+464.3%
FLEX vs OKE
+70.9%
+393.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.3% | -1.1% |
| 7D | +6.4% | -0.2% | +6.5% | +6.4% |
| 30D | -5.9% | +6.1% | -11.9% | -6.8% |
| 3M | -23.5% | +10.4% | -33.9% | -25.1% |
| 6M | +83.7% | +14.2% | +69.6% | +73.7% |
| YTD | +86.5% | +35.3% | +51.2% | +61.0% |
| 1Y | +100.5% | +40.6% | +59.9% | +68.5% |
| All | +464.3% | +70.9% | +393.3% | +357.6% |
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