+239.5%
OKE vs SW
+179.5%
+59.9%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.9% | +2.7% | +0.9% |
| 7D | +3.0% | -3.0% | +6.0% | +3.3% |
| 30D | -3.8% | +4.2% | -8.0% | -4.1% |
| 3M | -2.8% | -11.5% | +8.7% | -2.0% |
| 6M | +2.8% | +8.6% | -5.8% | +1.6% |
| YTD | +26.9% | +15.0% | +11.9% | +24.0% |
| 1Y | +35.4% | +25.7% | +9.7% | +31.1% |
| 3Y | +60.1% | +44.8% | +15.3% | +53.0% |
| 5Y | +84.0% | -1.7% | +85.7% | +77.0% |
| All | +239.5% | +179.5% | +59.9% | +211.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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