+241.7%
OKE vs FIVN
+285.7%
-43.9%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.4% | -0.4% | +0.8% |
| 7D | +1.2% | -7.8% | +9.1% | +2.0% |
| 30D | +4.5% | -1.7% | +6.2% | +4.5% |
| 3M | +9.6% | +47.2% | -37.6% | +4.5% |
| 6M | +15.4% | +82.7% | -67.3% | +6.5% |
| YTD | +36.5% | +52.9% | -16.5% | +27.9% |
| 1Y | +39.0% | +17.5% | +21.5% | +33.8% |
| 3Y | +74.3% | -55.8% | +130.1% | +81.8% |
| 5Y | +141.2% | -82.3% | +223.5% | +167.5% |
| 10Y | +262.1% | +116.5% | +145.6% | +192.6% |
| All | +241.7% | +285.7% | -43.9% | +141.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVN.
Daily Out/Under-Performance
Portfolio return minus FIVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVN 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 FIVN 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