+72.9%
OKE vs FGI
-1.2%
+74.1%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.4% | -4.1% | -1.7% |
| 7D | -0.2% | +14.7% | -14.9% | -0.1% |
| 30D | +6.1% | +67.0% | -60.9% | +6.4% |
| 3M | +10.4% | +31.0% | -20.6% | +10.7% |
| 6M | +14.2% | +126.8% | -112.7% | +14.4% |
| YTD | +35.3% | +35.6% | -0.3% | +35.9% |
| 1Y | +40.6% | +108.9% | -68.3% | +40.1% |
| All | +72.9% | -1.2% | +74.1% | +75.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling