+424.8%
FLEX vs OKE
+85.8%
+339.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.0% | -5.0% | -4.4% |
| 7D | +7.5% | +5.4% | +2.1% | +5.5% |
| 30D | -25.3% | -1.3% | -24.0% | -25.0% |
| 3M | -39.7% | -2.0% | -37.6% | -39.4% |
| 6M | -47.9% | +3.4% | -51.3% | -49.3% |
| YTD | +24.1% | +28.2% | -4.1% | +5.2% |
| 1Y | +26.0% | +35.7% | -9.7% | +3.1% |
| 3Y | +282.7% | +61.0% | +221.7% | +181.7% |
| All | +424.8% | +85.8% | +339.0% | +247.6% |
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 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