+258.5%
OKE vs FITB
+290.8%
-32.3%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.6% |
| 7D | +1.2% | -0.3% | +1.5% | +1.4% |
| 30D | +4.5% | -5.7% | +10.2% | +8.1% |
| 3M | +9.6% | +3.2% | +6.4% | +7.0% |
| 6M | +15.4% | +23.4% | -8.0% | -0.3% |
| YTD | +36.5% | +18.8% | +17.7% | +19.5% |
| 1Y | +39.0% | +25.0% | +14.0% | +17.1% |
| 3Y | +74.3% | +131.2% | -56.9% | -5.8% |
| 5Y | +141.2% | +70.7% | +70.5% | +48.7% |
| All | +258.5% | +290.8% | -32.3% | +25.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 FITB 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