+259.1%
OKE vs FICO
+647.8%
-388.7%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +5.3% | -7.1% | -3.6% |
| 7D | -0.2% | -10.6% | +10.4% | +2.9% |
| 30D | +6.1% | -6.3% | +12.4% | +7.2% |
| 3M | +10.4% | -19.7% | +30.2% | +16.2% |
| 6M | +14.2% | -31.8% | +45.9% | +24.6% |
| YTD | +35.3% | -41.8% | +77.2% | +56.3% |
| 1Y | +40.6% | -36.4% | +77.0% | +53.4% |
| 3Y | +72.2% | +9.3% | +62.9% | +35.1% |
| 5Y | +139.6% | +113.0% | +26.6% | +22.6% |
| 10Y | +259.1% | +665.4% | -406.3% | -1.3% |
| All | +259.1% | +647.8% | -388.7% | -1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 FICO 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