+35.4%
OKE vs FN
-21.9%
+57.3%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.1% | +4.9% | +0.6% |
| 7D | +3.0% | +20.8% | -17.7% | +3.8% |
| 30D | -3.8% | -17.3% | +13.5% | -4.4% |
| 3M | -2.8% | -38.1% | +35.3% | -4.5% |
| 6M | +2.8% | -44.2% | +47.1% | +1.5% |
| YTD | +26.9% | -22.3% | +49.2% | +28.0% |
| 1Y | +35.4% | -20.9% | +56.3% | +37.4% |
| All | +35.4% | -21.9% | +57.3% | +37.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling