-29.8%
SYK vs OKE
+39.2%
-69.0%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.8% | -2.0% |
| 7D | -12.3% | 0.0% | -12.3% | -12.3% |
| 30D | -22.4% | +4.6% | -27.0% | -22.6% |
| 3M | -12.3% | +6.9% | -19.3% | -12.8% |
| 6M | -24.3% | +15.8% | -40.1% | -24.3% |
| YTD | -22.8% | +35.2% | -58.0% | -22.2% |
| All | -29.8% | +39.2% | -69.0% | -28.9% |
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 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