+167.6%
SYK vs OKE
+262.7%
-95.1%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.8% | -1.9% |
| 7D | -12.3% | 0.0% | -12.3% | -12.4% |
| 30D | -22.4% | +4.6% | -27.0% | -23.6% |
| 3M | -12.3% | +6.9% | -19.3% | -14.3% |
| 6M | -24.3% | +15.8% | -40.1% | -28.1% |
| YTD | -22.8% | +35.2% | -58.0% | -30.3% |
| 1Y | -28.8% | +37.6% | -66.4% | -36.2% |
| 3Y | -4.0% | +72.0% | -76.0% | -21.4% |
| 5Y | +3.8% | +139.0% | -135.1% | -24.5% |
| All | +167.6% | +262.7% | -95.1% | +53.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling