+208.1%
FXI vs OKE
+2,356.2%
-2,148.2%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.5% |
| 7D | -2.8% | 0.0% | -2.8% | -2.8% |
| 30D | -3.7% | +4.6% | -8.3% | -5.2% |
| 3M | -0.4% | +6.9% | -7.4% | -3.1% |
| 6M | -5.4% | +15.8% | -21.2% | -11.1% |
| YTD | -9.6% | +35.2% | -44.8% | -19.8% |
| 1Y | -11.9% | +37.6% | -49.5% | -22.5% |
| 3Y | +37.8% | +72.0% | -34.2% | +9.1% |
| 5Y | -7.0% | +139.0% | -146.0% | -36.3% |
| 10Y | +14.3% | +258.7% | -244.4% | -47.5% |
| All | +208.1% | +2,356.2% | -2,148.2% | -63.9% |
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