+51,567.6%
SCHW vs OKE
+16,094.5%
+35,473.1%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +9.0% |
| YTD | +8.4% | +36.5% | -28.1% | -5.4% |
| 1Y | +15.6% | +39.0% | -23.3% | -0.1% |
| 3Y | +86.8% | +74.3% | +12.6% | +45.4% |
| 5Y | +60.5% | +141.2% | -80.7% | +8.6% |
| 10Y | +297.7% | +262.1% | +35.6% | +96.3% |
| All | +51,567.6% | +16,094.5% | +35,473.1% | +6,042.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling