+139.2%
OKE vs FE
+47.8%
+91.4%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.5% |
| 7D | -0.2% | -0.2% | 0.0% | -0.1% |
| 30D | +6.1% | -1.2% | +7.2% | +6.6% |
| 3M | +10.4% | +1.7% | +8.8% | +9.5% |
| 6M | +14.2% | -7.5% | +21.6% | +17.8% |
| YTD | +35.3% | +6.3% | +29.0% | +30.6% |
| 1Y | +40.6% | +10.9% | +29.8% | +32.7% |
| 3Y | +72.2% | +46.9% | +25.3% | +36.7% |
| All | +139.2% | +47.8% | +91.4% | +96.7% |
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