+4,788.7%
OKE vs FE
+556.9%
+4,231.8%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.7% | +2.9% | +2.5% |
| 7D | +1.9% | +0.6% | +1.3% | +1.6% |
| 30D | +12.8% | -2.1% | +15.0% | +14.0% |
| 3M | +11.9% | +2.6% | +9.3% | +10.3% |
| 6M | +14.9% | -6.8% | +21.6% | +18.5% |
| YTD | +37.7% | +6.9% | +30.8% | +32.2% |
| 1Y | +44.1% | +11.6% | +32.5% | +35.0% |
| 3Y | +75.3% | +47.7% | +27.5% | +39.4% |
| 5Y | +144.0% | +46.2% | +97.8% | +93.7% |
| 10Y | +249.7% | +109.2% | +140.6% | +121.6% |
| All | +4,788.7% | +556.9% | +4,231.8% | +1,495.0% |
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