+0.8%
SCHW vs OKE
+43.1%
-42.4%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -3.6% | +8.2% | +4.5% |
| 7D | +5.2% | -5.2% | +10.4% | +5.2% |
| 30D | -4.7% | +1.1% | -5.8% | -4.8% |
| 3M | -11.9% | +2.2% | -14.2% | -12.0% |
| 6M | +2.7% | 0.0% | +2.7% | +2.8% |
| YTD | -5.6% | +26.5% | -32.1% | -7.3% |
| 1Y | +0.8% | +44.6% | -43.8% | -7.0% |
| All | +0.8% | +43.1% | -42.4% | -7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside OKE.
Daily Out/Under-Performance
Portfolio return minus OKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OKE 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 OKE 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