+36.6%
OKE vs FWONK
+7.3%
+29.4%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +7.7% | -10.3% | -1.0% |
| 7D | -9.0% | +15.0% | -24.0% | -6.2% |
| 30D | -2.3% | +11.5% | -13.8% | +0.2% |
| 3M | 0.0% | +10.9% | -10.9% | +2.4% |
| 6M | -2.0% | +21.9% | -23.8% | +2.8% |
| YTD | +23.2% | +8.1% | +15.0% | +33.2% |
| 1Y | +36.6% | +5.0% | +31.6% | +51.2% |
| All | +36.6% | +7.3% | +29.4% | +51.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK 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 1y: compounded portfolio wealth divided by compounded FWONK 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…
1y analysis · Full analysis span regression · 6 months rolling