+75.3%
OKE vs FN
+175.0%
-99.8%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.2% | 0.0% | +2.1% |
| 7D | +1.9% | +3.5% | -1.6% | +1.7% |
| 30D | +12.8% | -26.0% | +38.8% | +14.1% |
| 3M | +11.9% | -33.3% | +45.2% | +13.8% |
| 6M | +14.9% | -14.9% | +29.8% | +13.9% |
| YTD | +37.7% | -8.6% | +46.3% | +34.7% |
| 1Y | +44.1% | +12.3% | +31.7% | +36.6% |
| 3Y | +75.3% | +174.4% | -99.1% | +44.7% |
| All | +75.3% | +175.0% | -99.8% | +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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling