-16.4%
SWKS vs OKE
+75.5%
-91.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.2% | -0.3% | +1.0% |
| 7D | +11.8% | +1.9% | +9.9% | +11.0% |
| 30D | +6.7% | +12.8% | -6.1% | +1.8% |
| 3M | 0.0% | +11.9% | -11.9% | -5.3% |
| 6M | +38.7% | +14.9% | +23.9% | +29.4% |
| YTD | +21.4% | +37.7% | -16.4% | +2.9% |
| 1Y | +2.9% | +44.1% | -41.2% | -15.0% |
| 3Y | -16.4% | +75.3% | -91.7% | -37.3% |
| All | -16.4% | +75.5% | -91.9% | -37.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling