+35.7%
OKE vs FICO
-59.4%
+95.1%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +1.0% |
| 7D | +5.4% | +2.2% | +3.1% | +5.3% |
| 30D | -1.3% | +0.1% | -1.4% | -1.4% |
| 3M | -2.0% | -35.2% | +33.1% | -1.7% |
| 6M | +3.4% | -32.4% | +35.8% | +4.0% |
| YTD | +28.2% | -57.4% | +85.6% | +33.6% |
| 1Y | +35.7% | -58.5% | +94.2% | +41.7% |
| All | +35.7% | -59.4% | +95.1% | +41.7% |
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