+258.5%
OKE vs FFIV
+249.4%
+9.1%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.3% | -2.4% | -0.6% |
| 7D | +1.2% | +5.4% | -4.2% | -1.3% |
| 30D | +4.5% | -2.7% | +7.1% | +5.4% |
| 3M | +9.6% | +4.5% | +5.1% | +6.1% |
| 6M | +15.4% | +42.2% | -26.8% | -4.3% |
| YTD | +36.5% | +61.3% | -24.8% | +5.3% |
| 1Y | +39.0% | +23.0% | +15.9% | +21.7% |
| 3Y | +74.3% | +156.3% | -82.0% | +0.5% |
| 5Y | +141.2% | +102.9% | +38.3% | +52.0% |
| All | +258.5% | +249.4% | +9.1% | +48.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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