+242.9%
OKE vs FICO
+527.0%
-284.1%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.9% |
| 7D | +5.4% | +2.2% | +3.1% | +4.6% |
| 30D | -1.3% | +0.1% | -1.4% | -2.0% |
| 3M | -2.0% | -35.2% | +33.1% | +9.0% |
| 6M | +3.4% | -32.4% | +35.8% | +10.9% |
| YTD | +28.2% | -57.4% | +85.6% | +59.6% |
| 1Y | +35.7% | -58.5% | +94.2% | +70.4% |
| 3Y | +61.0% | -28.9% | +89.9% | +45.1% |
| 5Y | +85.8% | +91.7% | -5.9% | -9.8% |
| All | +242.9% | +527.0% | -284.1% | +2.2% |
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