+3,428.8%
OKE vs FLR
+571.1%
+2,857.7%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.2% | +0.7% |
| 7D | 0.0% | -6.9% | +6.8% | +2.4% |
| 30D | +4.6% | +1.1% | +3.5% | +4.0% |
| 3M | +6.9% | +14.3% | -7.4% | -0.2% |
| 6M | +15.8% | +19.1% | -3.4% | +4.4% |
| YTD | +35.2% | +35.1% | +0.1% | +15.5% |
| 1Y | +37.6% | +29.5% | +8.1% | +17.8% |
| 3Y | +72.0% | +53.0% | +19.0% | +28.0% |
| 5Y | +139.0% | +238.9% | -100.0% | +24.6% |
| 10Y | +258.7% | +17.4% | +241.3% | +104.0% |
| All | +3,428.8% | +571.1% | +2,857.7% | +1,260.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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