+236.1%
OKE vs FN
+850.1%
-614.0%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.9% | -5.0% | 0.0% |
| 7D | -0.5% | +8.0% | -8.5% | -2.1% |
| 30D | -3.1% | -19.1% | +16.0% | -0.7% |
| 3M | -2.6% | -29.8% | +27.2% | +1.3% |
| 6M | +2.8% | -43.2% | +46.0% | +9.1% |
| YTD | +25.9% | -18.9% | +44.9% | +20.4% |
| 1Y | +34.0% | -17.9% | +51.8% | +26.6% |
| 3Y | +58.9% | +120.1% | -61.2% | +7.3% |
| 5Y | +81.8% | +206.7% | -124.9% | +5.1% |
| 10Y | +236.1% | +804.7% | -568.6% | +44.7% |
| All | +236.1% | +850.1% | -614.0% | +44.7% |
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