+254.2%
OKE vs FCUV
-95.7%
+349.9%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.3% | -2.3% | +0.9% |
| 7D | +1.2% | -66.5% | +67.7% | +1.3% |
| 30D | +4.5% | +5.0% | -0.5% | +4.5% |
| 3M | +9.6% | +63.8% | -54.2% | +9.5% |
| 6M | +15.4% | -67.8% | +83.2% | +15.1% |
| YTD | +36.5% | -82.4% | +118.9% | +36.1% |
| 1Y | +39.0% | -94.7% | +133.7% | +38.5% |
| 3Y | +74.3% | -99.3% | +173.6% | +73.7% |
| 5Y | +141.2% | -99.9% | +241.1% | +140.0% |
| 10Y | +262.1% | -98.6% | +360.7% | +277.3% |
| All | +254.2% | -95.7% | +349.9% | +285.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FCUV.
Daily Out/Under-Performance
Portfolio return minus FCUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCUV 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 FCUV 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