+9,457.8%
FTNT vs OKE
+1,213.6%
+8,244.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.1% |
| 7D | +1.6% | 0.0% | +1.6% | +1.6% |
| 30D | -1.9% | +4.6% | -6.5% | -3.2% |
| 3M | +14.4% | +6.9% | +7.4% | +11.7% |
| 6M | +88.7% | +15.8% | +72.9% | +79.2% |
| YTD | +100.0% | +35.2% | +64.8% | +80.6% |
| 1Y | +99.9% | +37.6% | +62.3% | +79.1% |
| 3Y | +147.9% | +72.0% | +75.9% | +105.5% |
| 5Y | +155.8% | +139.0% | +16.8% | +91.6% |
| 10Y | +2,121.1% | +258.7% | +1,862.3% | +1,211.8% |
| All | +9,457.8% | +1,213.6% | +8,244.1% | +2,400.9% |
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