+1,043.3%
OKE vs FN
+3,620.5%
-2,577.2%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.1% | -3.5% | -0.8% |
| 7D | +0.7% | -1.7% | +2.4% | +1.0% |
| 30D | +9.4% | -22.0% | +31.4% | +12.8% |
| 3M | +8.6% | -43.0% | +51.6% | +16.4% |
| 6M | +15.3% | -27.7% | +43.0% | +16.9% |
| YTD | +34.8% | -10.5% | +45.3% | +30.2% |
| 1Y | +35.3% | +12.5% | +22.8% | +24.0% |
| 3Y | +69.5% | +153.8% | -84.3% | +25.6% |
| 5Y | +135.2% | +288.0% | -152.8% | +55.1% |
| 10Y | +261.7% | +906.4% | -644.7% | +99.5% |
| All | +1,043.3% | +3,620.5% | -2,577.2% | +439.6% |
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