+44.6%
OKE vs FLUT
-63.1%
+107.7%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.3% | -1.3% | -3.7% |
| 7D | -5.2% | +4.2% | -9.4% | -5.2% |
| 30D | +1.1% | +8.0% | -6.9% | +1.3% |
| 3M | +2.2% | -22.1% | +24.3% | +1.5% |
| 6M | 0.0% | -21.7% | +21.7% | -0.5% |
| YTD | +26.5% | -62.0% | +88.5% | +23.4% |
| 1Y | +44.6% | -63.2% | +107.8% | +41.2% |
| All | +44.6% | -63.1% | +107.7% | +41.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 1y: compounded portfolio wealth divided by compounded FLUT 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…
1y analysis · Full analysis span regression · 6 months rolling