+109.4%
OKE vs FGI
-66.8%
+176.2%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.8% | +2.7% | +0.9% |
| 7D | +1.2% | +12.1% | -10.9% | +1.2% |
| 30D | +4.5% | +75.7% | -71.2% | +3.7% |
| 3M | +9.6% | +31.7% | -22.1% | +9.0% |
| 6M | +15.4% | +111.5% | -96.1% | +13.3% |
| YTD | +36.5% | +45.8% | -9.3% | +34.7% |
| 1Y | +39.0% | +112.5% | -73.6% | +33.5% |
| 3Y | +74.3% | +8.5% | +65.8% | +68.5% |
| All | +109.4% | -66.8% | +176.2% | +108.2% |
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