+258.5%
OKE vs FIS
-39.8%
+298.3%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.8% | +0.9% |
| 7D | +1.2% | -7.9% | +9.1% | +4.8% |
| 30D | +4.5% | -8.0% | +12.5% | +7.9% |
| 3M | +9.6% | +0.6% | +9.0% | +7.8% |
| 6M | +15.4% | -22.2% | +37.6% | +26.7% |
| YTD | +36.5% | -40.8% | +77.2% | +69.6% |
| 1Y | +39.0% | -41.5% | +80.5% | +73.1% |
| 3Y | +74.3% | -25.5% | +99.8% | +85.4% |
| 5Y | +141.2% | -64.8% | +206.0% | +273.0% |
| All | +258.5% | -39.8% | +298.3% | +385.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling