+59.5%
SCHW vs OKE
+138.0%
-78.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.4% |
| 7D | -1.9% | +1.2% | -3.1% | -2.4% |
| 30D | -1.6% | +4.5% | -6.1% | -3.4% |
| 3M | +21.3% | +9.6% | +11.7% | +16.5% |
| 6M | +16.5% | +15.4% | +1.1% | +8.8% |
| YTD | +8.4% | +36.5% | -28.1% | -6.5% |
| 1Y | +15.6% | +39.0% | -23.3% | -1.3% |
| 3Y | +86.8% | +74.3% | +12.6% | +37.4% |
| All | +59.5% | +138.0% | -78.5% | -9.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling