+3,456.6%
OKE vs FTI
+2,065.8%
+1,390.7%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.5% |
| 7D | +1.2% | -4.4% | +5.6% | +3.2% |
| 30D | +4.5% | +1.5% | +3.0% | +3.7% |
| 3M | +9.6% | +8.2% | +1.4% | +5.4% |
| 6M | +15.4% | +18.8% | -3.5% | +5.8% |
| YTD | +36.5% | +71.7% | -35.2% | +5.9% |
| 1Y | +39.0% | +90.0% | -51.1% | +2.5% |
| 3Y | +74.3% | +270.5% | -196.2% | -8.1% |
| 5Y | +141.2% | +1,084.5% | -943.3% | -30.3% |
| 10Y | +262.1% | +302.9% | -40.8% | +45.3% |
| All | +3,456.6% | +2,065.8% | +1,390.7% | +602.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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