+44.6%
OKE vs FIS
-50.5%
+95.1%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -23.7% | +20.0% | -2.8% |
| 7D | -5.2% | -18.4% | +13.2% | -4.3% |
| 30D | +1.1% | -11.4% | +12.5% | +2.3% |
| 3M | +2.2% | -32.0% | +34.2% | +2.4% |
| 6M | 0.0% | -35.6% | +35.6% | +0.2% |
| YTD | +26.5% | -53.8% | +80.3% | +25.4% |
| 1Y | +44.6% | -51.1% | +95.7% | +42.9% |
| All | +44.6% | -50.5% | +95.1% | +42.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 FIS 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