-6.5%
FXI vs OKE
+138.0%
-144.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | +0.2% |
| 7D | -3.9% | +1.2% | -5.1% | -4.1% |
| 30D | -2.1% | +4.5% | -6.6% | -3.1% |
| 3M | -0.5% | +9.6% | -10.1% | -2.6% |
| 6M | -4.5% | +15.4% | -19.9% | -8.2% |
| YTD | -9.2% | +36.5% | -45.7% | -16.6% |
| 1Y | -13.8% | +39.0% | -52.7% | -21.2% |
| 3Y | +36.6% | +74.3% | -37.7% | +12.7% |
| All | -6.5% | +138.0% | -144.5% | -31.0% |
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