+39.0%
OKE vs FIVE
+66.5%
-27.5%
-11.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-11 to 2026-09-11.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.4% | -0.4% | +1.0% |
| 7D | +1.2% | -3.0% | +4.3% | +1.0% |
| 30D | +4.5% | +2.7% | +1.8% | +4.8% |
| 3M | +9.6% | +21.1% | -11.5% | +11.0% |
| 6M | +15.4% | +11.9% | +3.4% | +15.8% |
| YTD | +36.5% | +29.9% | +6.6% | +35.4% |
| 1Y | +39.0% | +67.8% | -28.8% | +33.2% |
| All | +39.0% | +66.5% | -27.5% | +33.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 2025-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded FIVE 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…
2025-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling