+7,065.6%
OKE vs FDS
+9,090.7%
-2,025.1%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.3% | +6.5% | +3.3% |
| 7D | +1.9% | -5.4% | +7.3% | +3.3% |
| 30D | +12.8% | +1.6% | +11.3% | +12.1% |
| 3M | +11.9% | +17.7% | -5.8% | +6.0% |
| 6M | +14.9% | +29.1% | -14.2% | +4.9% |
| YTD | +37.7% | +1.0% | +36.7% | +33.4% |
| 1Y | +44.1% | -21.6% | +65.7% | +48.9% |
| 3Y | +75.3% | -30.1% | +105.4% | +85.8% |
| 5Y | +144.0% | -20.7% | +164.8% | +147.9% |
| 10Y | +249.7% | +78.3% | +171.4% | +191.2% |
| All | +7,065.6% | +9,090.7% | -2,025.1% | +3,518.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling