+93.3%
OKE vs FLNC
-70.4%
+163.7%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.5% | -1.5% | +0.8% |
| 7D | +1.2% | -4.1% | +5.3% | +1.4% |
| 30D | +4.5% | -24.8% | +29.3% | +5.8% |
| 3M | +9.6% | -59.1% | +68.7% | +14.0% |
| 6M | +15.4% | -42.0% | +57.3% | +15.8% |
| YTD | +36.5% | -49.8% | +86.3% | +36.8% |
| 1Y | +39.0% | +43.1% | -4.1% | +26.1% |
| 3Y | +74.3% | -61.0% | +135.2% | +63.8% |
| All | +93.3% | -70.4% | +163.7% | +80.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC 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 FLNC 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