+976.5%
OKE vs FN
+3,131.3%
-2,154.8%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.1% | +4.9% | +1.4% |
| 7D | +3.0% | +20.8% | -17.7% | -0.1% |
| 30D | -3.8% | -17.3% | +13.5% | -1.9% |
| 3M | -2.8% | -38.1% | +35.3% | +2.6% |
| 6M | +2.8% | -44.2% | +47.1% | +8.6% |
| YTD | +26.9% | -22.3% | +49.2% | +23.5% |
| 1Y | +35.4% | -20.9% | +56.3% | +30.6% |
| 3Y | +60.1% | +111.1% | -50.9% | +20.9% |
| 5Y | +84.0% | +191.8% | -107.9% | +26.1% |
| 10Y | +238.7% | +767.4% | -528.7% | +88.6% |
| All | +976.5% | +3,131.3% | -2,154.8% | +411.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling