-40.2%
NCLH vs OKE
+420.6%
-460.8%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.8% | +1.2% |
| 7D | -4.8% | +1.2% | -6.1% | -5.4% |
| 30D | -21.7% | +4.5% | -26.2% | -23.7% |
| 3M | -22.2% | +9.6% | -31.9% | -26.9% |
| 6M | -27.5% | +15.4% | -42.9% | -35.2% |
| YTD | -33.6% | +36.5% | -70.1% | -46.9% |
| 1Y | -45.0% | +39.0% | -84.0% | -56.5% |
| 3Y | -11.0% | +74.3% | -85.3% | -38.5% |
| 5Y | -39.7% | +141.2% | -180.9% | -64.9% |
| 10Y | -57.0% | +262.1% | -319.1% | -78.9% |
| All | -40.2% | +420.6% | -460.8% | -70.6% |
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