+15,770.1%
OKE vs FICO
+104,095.6%
-88,325.5%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -16.7% | +16.3% | +2.7% |
| 7D | +0.7% | -19.2% | +19.9% | +4.4% |
| 30D | +9.4% | -14.6% | +24.0% | +12.0% |
| 3M | +8.6% | -20.1% | +28.7% | +11.8% |
| 6M | +15.3% | -36.3% | +51.6% | +22.4% |
| YTD | +34.8% | -44.9% | +79.6% | +46.6% |
| 1Y | +35.3% | -38.6% | +73.9% | +43.0% |
| 3Y | +69.5% | +4.0% | +65.5% | +58.8% |
| 5Y | +135.2% | +99.5% | +35.7% | +90.4% |
| 10Y | +261.7% | +604.7% | -343.0% | +142.4% |
| All | +15,770.1% | +104,095.6% | -88,325.5% | +6,899.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling