+35.3%
OKE vs FGI
+81.8%
-46.6%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +7.5% | -7.9% | -0.3% |
| 7D | +0.7% | +0.5% | +0.2% | +0.7% |
| 30D | +9.4% | +65.4% | -56.0% | +10.3% |
| 3M | +8.6% | +23.5% | -14.9% | +9.2% |
| 6M | +15.3% | +60.5% | -45.2% | +16.8% |
| YTD | +34.8% | +30.0% | +4.8% | +36.5% |
| 1Y | +35.3% | +82.1% | -46.8% | +37.0% |
| All | +35.3% | +81.8% | -46.6% | +37.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 1y: compounded portfolio wealth divided by compounded FGI 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…
1y analysis · Full analysis span regression · 6 months rolling