-22.3%
SYK vs OKE
+35.9%
-58.2%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.2% | -1.6% |
| 7D | -8.3% | +0.7% | -9.0% | -8.4% |
| 30D | -10.1% | +9.4% | -19.4% | -10.4% |
| 3M | +0.9% | +8.6% | -7.7% | +0.5% |
| 6M | -20.2% | +15.3% | -35.5% | -20.1% |
| YTD | -13.3% | +34.8% | -48.1% | -12.3% |
| 1Y | -22.3% | +35.3% | -57.6% | -22.0% |
| All | -22.3% | +35.9% | -58.2% | -22.0% |
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