+242.9%
OKE vs FN
+700.1%
-457.3%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -7.3% | +8.3% | +2.2% |
| 7D | +5.4% | +0.3% | +5.1% | +5.0% |
| 30D | -1.3% | -16.5% | +15.2% | +0.6% |
| 3M | -2.0% | -42.1% | +40.1% | +5.2% |
| 6M | +3.4% | -52.9% | +56.3% | +13.4% |
| YTD | +28.2% | -28.0% | +56.1% | +24.8% |
| 1Y | +35.7% | -18.5% | +54.2% | +27.6% |
| 3Y | +61.0% | +93.9% | -32.9% | +11.0% |
| 5Y | +85.8% | +170.5% | -84.7% | +9.7% |
| All | +242.9% | +700.1% | -457.3% | +50.7% |
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