+69.2%
OKE vs SW
+19.6%
+49.6%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.4% |
| 7D | +0.7% | -5.1% | +5.8% | +1.1% |
| 30D | +9.4% | -4.6% | +14.0% | +9.7% |
| 3M | +8.6% | +9.4% | -0.8% | +7.1% |
| 6M | +15.3% | +3.5% | +11.8% | +14.6% |
| YTD | +34.8% | +22.0% | +12.7% | +29.8% |
| 1Y | +35.3% | +2.2% | +33.1% | +34.0% |
| All | +69.2% | +19.6% | +49.6% | +60.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling