+155.1%
NEM vs OKE
+138.0%
+17.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.4% |
| 7D | -1.0% | +1.2% | -2.2% | -1.3% |
| 30D | +7.8% | +4.5% | +3.3% | +6.8% |
| 3M | +30.2% | +9.6% | +20.6% | +27.3% |
| 6M | +9.6% | +15.4% | -5.8% | +4.9% |
| YTD | +27.8% | +36.5% | -8.6% | +16.6% |
| 1Y | +60.7% | +39.0% | +21.7% | +45.5% |
| 3Y | +245.3% | +74.3% | +171.0% | +187.5% |
| All | +155.1% | +138.0% | +17.1% | +105.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling