+137.0%
OKE vs SCHG
+84.3%
+52.7%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | +0.1% | +0.6% |
| 7D | +1.2% | -1.0% | +2.3% | +1.7% |
| 30D | +4.5% | -1.3% | +5.8% | +5.0% |
| 3M | +9.6% | +5.4% | +4.2% | +6.6% |
| 6M | +15.4% | +14.4% | +1.0% | +7.1% |
| YTD | +36.5% | +8.0% | +28.4% | +30.3% |
| 1Y | +39.0% | +12.7% | +26.2% | +29.2% |
| 3Y | +74.3% | +85.6% | -11.3% | +21.8% |
| All | +137.0% | +84.3% | +52.7% | +60.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling