+333.6%
OKE vs FTAI
+2,443.2%
-2,109.6%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.3% | -2.4% | -0.1% |
| 7D | +1.2% | -5.2% | +6.5% | +2.9% |
| 30D | +4.5% | -17.9% | +22.4% | +10.3% |
| 3M | +9.6% | -22.7% | +32.3% | +15.9% |
| 6M | +15.4% | -28.0% | +43.4% | +20.1% |
| YTD | +36.5% | -5.0% | +41.4% | +26.5% |
| 1Y | +39.0% | +10.4% | +28.6% | +19.8% |
| 3Y | +74.3% | +425.2% | -350.9% | -40.7% |
| 5Y | +141.2% | +890.3% | -749.1% | -46.3% |
| 10Y | +262.1% | +3,106.5% | -2,844.4% | -59.8% |
| All | +333.6% | +2,443.2% | -2,109.6% | -56.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FTAI.
Daily Out/Under-Performance
Portfolio return minus FTAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTAI 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 FTAI 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