+203.1%
OKE vs FWONK
+276.9%
-73.8%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.8% | +0.9% |
| 7D | +1.2% | +0.1% | +1.2% | +1.2% |
| 30D | +4.5% | -7.7% | +12.2% | +8.0% |
| 3M | +9.6% | +5.7% | +3.9% | +6.3% |
| 6M | +15.4% | +13.5% | +1.9% | +7.4% |
| YTD | +36.5% | -3.0% | +39.4% | +35.6% |
| 1Y | +39.0% | -6.4% | +45.4% | +40.1% |
| 3Y | +74.3% | +43.8% | +30.5% | +38.6% |
| 5Y | +141.2% | +98.6% | +42.6% | +57.4% |
| 10Y | +262.1% | +340.0% | -77.9% | +61.7% |
| All | +203.1% | +276.9% | -73.8% | +25.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling