+3,733.1%
OKE vs FLUT
+2,037.5%
+1,695.6%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.4% | -1.7% |
| 7D | -0.2% | -2.6% | +2.4% | 0.0% |
| 30D | +6.1% | +5.4% | +0.7% | +5.6% |
| 3M | +10.4% | -10.8% | +21.2% | +11.0% |
| 6M | +14.2% | -9.2% | +23.4% | +14.4% |
| YTD | +35.3% | -53.8% | +89.1% | +41.3% |
| 1Y | +40.6% | -66.0% | +106.6% | +49.5% |
| 3Y | +72.2% | -44.7% | +116.9% | +76.7% |
| 5Y | +139.6% | -50.6% | +190.2% | +143.7% |
| 10Y | +259.1% | -10.4% | +269.5% | +252.7% |
| All | +3,733.1% | +2,037.5% | +1,695.6% | +3,354.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling