+36.6%
OKE vs SCHG
+0.2%
+36.5%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -5.5% | +2.8% | -5.0% |
| 7D | -9.0% | -6.8% | -2.2% | -11.8% |
| 30D | -2.3% | -11.2% | +8.9% | -7.6% |
| 3M | 0.0% | -7.4% | +7.3% | -3.3% |
| 6M | -2.0% | -1.0% | -0.9% | -1.1% |
| YTD | +23.2% | +0.9% | +22.3% | +27.0% |
| 1Y | +36.6% | -0.2% | +36.8% | +41.1% |
| All | +36.6% | +0.2% | +36.5% | +41.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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