+255.2%
OKE vs FN
+927.1%
-671.9%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.4% | +3.3% | +0.5% |
| 7D | 0.0% | +2.3% | -2.3% | -0.4% |
| 30D | +4.6% | -23.2% | +27.8% | +8.7% |
| 3M | +6.9% | -30.4% | +37.3% | +11.8% |
| 6M | +15.8% | -25.6% | +41.4% | +16.9% |
| YTD | +35.2% | -11.3% | +46.5% | +29.2% |
| 1Y | +37.6% | +8.4% | +29.2% | +23.8% |
| 3Y | +72.0% | +166.2% | -94.2% | +12.5% |
| 5Y | +139.0% | +290.3% | -151.4% | +31.2% |
| All | +255.2% | +927.1% | -671.9% | +45.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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