+43.1%
OKE vs FICO
-39.6%
+82.7%
-11.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.1% | +2.2% |
| 7D | +1.9% | -15.4% | +17.3% | +2.2% |
| 30D | +12.8% | -10.4% | +23.2% | +13.0% |
| 3M | +11.9% | -22.7% | +34.6% | +12.6% |
| 6M | +14.9% | -36.8% | +51.6% | +17.5% |
| YTD | +37.7% | -44.8% | +82.5% | +41.6% |
| All | +43.1% | -39.6% | +82.7% | +47.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling