+258.5%
OKE vs SCCO
+1,104.1%
-845.6%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.3% | +1.1% |
| 7D | +1.2% | -2.7% | +3.9% | +2.1% |
| 30D | +4.5% | -0.7% | +5.2% | +4.0% |
| 3M | +9.6% | +8.1% | +1.5% | +4.4% |
| 6M | +15.4% | +4.1% | +11.3% | +8.3% |
| YTD | +36.5% | +41.1% | -4.7% | +9.0% |
| 1Y | +39.0% | +95.6% | -56.6% | -5.7% |
| 3Y | +74.3% | +179.3% | -105.0% | -8.5% |
| 5Y | +141.2% | +308.3% | -167.1% | -3.7% |
| All | +258.5% | +1,104.1% | -845.6% | -28.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO 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 SCCO 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