+78.6%
OKE vs FN
+209.5%
-130.8%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +11.9% | -10.9% | 0.0% |
| 7D | -7.1% | +16.3% | -23.4% | -8.3% |
| 30D | -3.2% | -24.7% | +21.6% | -1.4% |
| 3M | +0.6% | -34.9% | +35.5% | +3.2% |
| 6M | +3.3% | -41.1% | +44.4% | +6.2% |
| YTD | +22.8% | -19.6% | +42.4% | +19.7% |
| 1Y | +32.5% | -18.5% | +51.0% | +28.2% |
| 3Y | +56.2% | +119.1% | -62.9% | +22.1% |
| All | +78.6% | +209.5% | -130.8% | +20.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling