+258.5%
OKE vs FE
+114.2%
+144.3%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +1.1% |
| 7D | +1.2% | -1.4% | +2.6% | +1.9% |
| 30D | +4.5% | -1.9% | +6.4% | +5.4% |
| 3M | +9.6% | -0.2% | +9.8% | +9.6% |
| 6M | +15.4% | -7.1% | +22.4% | +18.9% |
| YTD | +36.5% | +6.1% | +30.3% | +31.9% |
| 1Y | +39.0% | +10.1% | +28.9% | +31.7% |
| 3Y | +74.3% | +46.9% | +27.4% | +41.3% |
| 5Y | +141.2% | +50.0% | +91.2% | +92.7% |
| All | +258.5% | +114.2% | +144.3% | +187.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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