+61.0%
OKE vs SW
+40.1%
+20.9%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.1% |
| 7D | +5.4% | -2.9% | +8.3% | +5.6% |
| 30D | -1.3% | +5.0% | -6.4% | -1.8% |
| 3M | -2.0% | -13.7% | +11.6% | -0.9% |
| 6M | +3.4% | +8.0% | -4.6% | +1.6% |
| YTD | +28.2% | +14.0% | +14.2% | +23.4% |
| 1Y | +35.7% | +25.6% | +10.0% | +27.8% |
| 3Y | +61.0% | +40.1% | +20.9% | +52.8% |
| All | +61.0% | +40.1% | +20.9% | +52.8% |
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