+96.7%
OKE vs FGI
-74.8%
+171.5%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -25.2% | +26.2% | +1.1% |
| 7D | +5.4% | -14.4% | +19.8% | +5.4% |
| 30D | -1.3% | -11.8% | +10.4% | -1.3% |
| 3M | -2.0% | -46.2% | +44.2% | -1.8% |
| 6M | +3.4% | +5.2% | -1.7% | +2.9% |
| YTD | +28.2% | +10.5% | +17.6% | +26.7% |
| 1Y | +35.7% | +25.5% | +10.2% | +33.1% |
| 3Y | +61.0% | -16.0% | +77.0% | +55.8% |
| All | +96.7% | -74.8% | +171.5% | +95.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling