+39.0%
OKE vs FIGR
-3.1%
+42.1%
-11.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.6% | +5.6% | +0.8% |
| 7D | +1.2% | -3.0% | +4.3% | +1.1% |
| 30D | +4.5% | +13.7% | -9.2% | +5.0% |
| 3M | +9.6% | +23.9% | -14.3% | +10.7% |
| 6M | +15.4% | -8.4% | +23.8% | +16.3% |
| YTD | +36.5% | -14.6% | +51.1% | +36.3% |
| 1Y | +39.0% | +12.1% | +26.9% | +40.4% |
| All | +39.0% | -3.1% | +42.1% | +40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 FIGR 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