+5,900.4%
NKE vs OKE
+16,094.5%
-10,194.1%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.3% |
| 7D | -4.2% | +1.2% | -5.4% | -4.5% |
| 30D | -8.2% | +4.5% | -12.7% | -9.2% |
| 3M | -19.1% | +9.6% | -28.7% | -21.1% |
| 6M | -32.6% | +15.4% | -48.0% | -35.5% |
| YTD | -40.7% | +36.5% | -77.2% | -45.7% |
| 1Y | -48.9% | +39.0% | -87.8% | -53.4% |
| 3Y | -59.2% | +74.3% | -133.5% | -65.4% |
| 5Y | -75.3% | +141.2% | -216.5% | -80.7% |
| 10Y | -23.1% | +262.1% | -285.2% | -51.1% |
| All | +5,900.4% | +16,094.5% | -10,194.1% | +1,383.2% |
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 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