+115.1%
NOK vs OKE
+138.0%
-22.9%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.9% | +3.9% | +4.6% |
| 7D | +11.0% | +1.2% | +9.7% | +10.6% |
| 30D | +7.8% | +4.5% | +3.4% | +6.6% |
| 3M | -21.0% | +9.6% | -30.6% | -23.4% |
| 6M | +40.9% | +15.4% | +25.5% | +33.8% |
| YTD | +72.0% | +36.5% | +35.6% | +54.4% |
| 1Y | +140.9% | +39.0% | +101.9% | +114.2% |
| 3Y | +194.3% | +74.3% | +120.0% | +125.0% |
| All | +115.1% | +138.0% | -22.9% | +44.6% |
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 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