+258.5%
OKE vs FLUT
-9.3%
+267.8%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.9% | -1.0% | +0.7% |
| 7D | +1.2% | +0.4% | +0.8% | +1.2% |
| 30D | +4.5% | +2.5% | +2.0% | +4.1% |
| 3M | +9.6% | -9.2% | +18.9% | +10.3% |
| 6M | +15.4% | -8.2% | +23.6% | +15.6% |
| YTD | +36.5% | -53.2% | +89.7% | +47.2% |
| 1Y | +39.0% | -65.6% | +104.5% | +54.9% |
| 3Y | +74.3% | -43.6% | +117.9% | +81.8% |
| 5Y | +141.2% | -50.3% | +191.5% | +146.8% |
| All | +258.5% | -9.3% | +267.8% | +249.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling