+74.3%
OKE vs FDS
-37.4%
+111.7%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.2% | +1.1% |
| 7D | +1.2% | -14.0% | +15.2% | +2.7% |
| 30D | +4.5% | -6.2% | +10.7% | +5.0% |
| 3M | +9.6% | +10.2% | -0.6% | +8.0% |
| 6M | +15.4% | +27.4% | -12.1% | +10.6% |
| YTD | +36.5% | -9.3% | +45.7% | +41.0% |
| 1Y | +39.0% | -28.6% | +67.6% | +53.9% |
| 3Y | +74.3% | -36.8% | +111.1% | +94.7% |
| All | +74.3% | -37.4% | +111.7% | +94.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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