+258.5%
OKE vs FANG
+182.5%
+76.0%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +1.1% |
| 7D | +1.2% | +2.9% | -1.6% | -0.4% |
| 30D | +4.5% | +2.6% | +1.9% | +2.9% |
| 3M | +9.6% | +7.6% | +2.0% | +4.8% |
| 6M | +15.4% | +17.3% | -1.9% | +4.6% |
| YTD | +36.5% | +38.7% | -2.2% | +12.3% |
| 1Y | +39.0% | +51.6% | -12.7% | +8.4% |
| 3Y | +74.3% | +50.0% | +24.3% | +32.6% |
| 5Y | +141.2% | +237.6% | -96.4% | +10.0% |
| All | +258.5% | +182.5% | +76.0% | +16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 10y: compounded portfolio wealth divided by compounded FANG 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…
10y analysis · Full analysis span regression · 6 months rolling