+72.7%
OKE vs FLUT
-43.3%
+116.0%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | 0.0% |
| 7D | 0.0% | -3.6% | +3.5% | +0.3% |
| 30D | +4.6% | -0.3% | +4.9% | +4.5% |
| 3M | +6.9% | -12.6% | +19.6% | +8.2% |
| 6M | +15.8% | -8.0% | +23.7% | +16.1% |
| YTD | +35.2% | -54.1% | +89.3% | +49.4% |
| 1Y | +37.6% | -66.1% | +103.7% | +59.6% |
| All | +72.7% | -43.3% | +116.0% | +84.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling