+5,124.6%
OKE vs FFIV
+7,502.3%
-2,377.8%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.4% | +2.2% |
| 7D | +1.9% | -1.5% | +3.4% | +2.1% |
| 30D | +12.8% | -2.7% | +15.5% | +13.1% |
| 3M | +11.9% | -1.7% | +13.6% | +11.9% |
| 6M | +14.9% | +36.1% | -21.3% | +10.5% |
| YTD | +37.7% | +52.6% | -14.9% | +30.6% |
| 1Y | +44.1% | +21.5% | +22.5% | +40.0% |
| 3Y | +75.3% | +142.7% | -67.4% | +57.2% |
| 5Y | +144.0% | +92.6% | +51.5% | +123.5% |
| 10Y | +249.7% | +225.5% | +24.2% | +205.0% |
| All | +5,124.6% | +7,502.3% | -2,377.8% | +3,610.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling