+75.3%
OKE vs FICO
+3.2%
+72.0%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.1% | +2.2% |
| 7D | +1.9% | -15.4% | +17.3% | +3.5% |
| 30D | +12.8% | -10.4% | +23.2% | +13.7% |
| 3M | +11.9% | -22.7% | +34.6% | +14.3% |
| 6M | +14.9% | -36.8% | +51.6% | +20.4% |
| YTD | +37.7% | -44.8% | +82.5% | +47.3% |
| 1Y | +44.1% | -39.3% | +83.4% | +50.5% |
| 3Y | +75.3% | +3.7% | +71.5% | +71.8% |
| All | +75.3% | +3.2% | +72.0% | +71.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling