+15,835.0%
OKE vs FITB
+2,819.0%
+13,016.0%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.6% |
| 7D | -0.2% | -0.4% | +0.2% | -0.1% |
| 30D | +6.1% | -5.1% | +11.2% | +7.4% |
| 3M | +10.4% | +3.5% | +6.9% | +9.3% |
| 6M | +14.2% | +17.2% | -3.1% | +9.2% |
| YTD | +35.3% | +17.6% | +17.7% | +28.9% |
| 1Y | +40.6% | +23.4% | +17.3% | +32.2% |
| 3Y | +72.2% | +129.7% | -57.5% | +37.9% |
| 5Y | +139.6% | +68.4% | +71.2% | +104.5% |
| 10Y | +259.1% | +285.6% | -26.5% | +161.8% |
| All | +15,835.0% | +2,819.0% | +13,016.0% | +7,422.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling