+36.6%
FXI vs OKE
+72.4%
-35.8%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | +0.3% |
| 7D | -3.9% | +1.2% | -5.1% | -4.0% |
| 30D | -2.1% | +4.5% | -6.6% | -2.6% |
| 3M | -0.5% | +9.6% | -10.1% | -1.7% |
| 6M | -4.5% | +15.4% | -19.9% | -6.8% |
| YTD | -9.2% | +36.5% | -45.7% | -14.3% |
| 1Y | -13.8% | +39.0% | -52.7% | -18.9% |
| 3Y | +36.6% | +74.3% | -37.7% | +15.1% |
| All | +36.6% | +72.4% | -35.8% | +15.1% |
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