+85.0%
OKE vs FE
+47.0%
+38.0%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.5% |
| 7D | +5.4% | +1.2% | +4.1% | +4.8% |
| 30D | -1.3% | +4.5% | -5.9% | -3.3% |
| 3M | -2.0% | +1.3% | -3.4% | -2.7% |
| 6M | +3.4% | +8.7% | -5.2% | -0.7% |
| YTD | +28.2% | +9.2% | +19.0% | +22.0% |
| 1Y | +35.7% | +7.0% | +28.7% | +30.3% |
| 3Y | +61.0% | +51.4% | +9.6% | +25.2% |
| All | +85.0% | +47.0% | +38.0% | +46.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling