+258.5%
OKE vs FTV
+80.7%
+177.8%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.7% |
| 7D | +1.2% | -4.0% | +5.2% | +3.9% |
| 30D | +4.5% | -11.0% | +15.5% | +12.6% |
| 3M | +9.6% | -8.4% | +18.0% | +14.9% |
| 6M | +15.4% | -2.6% | +17.9% | +14.5% |
| YTD | +36.5% | -0.6% | +37.1% | +31.6% |
| 1Y | +39.0% | +11.0% | +28.0% | +23.2% |
| 3Y | +74.3% | -6.3% | +80.6% | +68.4% |
| 5Y | +141.2% | -1.5% | +142.7% | +116.9% |
| All | +258.5% | +80.7% | +177.8% | +120.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 10y: compounded portfolio wealth divided by compounded FTV 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…
10y analysis · Full analysis span regression · 6 months rolling