+4,449.8%
OKE vs FE
+571.3%
+3,878.4%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.4% |
| 7D | +5.4% | +1.2% | +4.1% | +4.7% |
| 30D | -1.3% | +4.5% | -5.9% | -3.6% |
| 3M | -2.0% | +1.3% | -3.4% | -2.8% |
| 6M | +3.4% | +8.7% | -5.2% | -1.3% |
| YTD | +28.2% | +9.2% | +19.0% | +21.5% |
| 1Y | +35.7% | +7.0% | +28.7% | +29.9% |
| 3Y | +61.0% | +51.4% | +9.6% | +26.4% |
| 5Y | +85.8% | +47.7% | +38.1% | +46.8% |
| 10Y | +242.1% | +125.0% | +117.1% | +108.6% |
| All | +4,449.8% | +571.3% | +3,878.4% | +1,366.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling