+137.0%
OKE vs FND
-63.3%
+200.4%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.8% |
| 7D | +1.2% | -5.8% | +7.0% | +2.0% |
| 30D | +4.5% | -20.2% | +24.7% | +7.4% |
| 3M | +9.6% | -12.0% | +21.6% | +10.7% |
| 6M | +15.4% | -18.5% | +33.9% | +17.2% |
| YTD | +36.5% | -22.3% | +58.7% | +39.1% |
| 1Y | +39.0% | -47.6% | +86.6% | +51.5% |
| 3Y | +74.3% | -49.8% | +124.1% | +84.3% |
| All | +137.0% | -63.3% | +200.4% | +151.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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