+235.8%
OKE vs USFR
+27.6%
+208.2%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | 0.0% | +0.1% | -0.1% | -0.1% |
| 30D | +4.6% | +0.3% | +4.3% | +4.5% |
| 3M | +6.9% | +1.0% | +6.0% | +6.6% |
| 6M | +15.8% | +1.9% | +13.8% | +15.1% |
| YTD | +35.2% | +2.7% | +32.5% | +34.1% |
| 1Y | +37.6% | +4.0% | +33.6% | +36.0% |
| 3Y | +72.0% | +14.1% | +58.0% | +66.1% |
| 5Y | +139.0% | +20.5% | +118.5% | +127.7% |
| 10Y | +258.7% | +28.0% | +230.7% | +240.9% |
| All | +235.8% | +27.6% | +208.2% | +217.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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