+1,762.6%
NOK vs OKE
+11,495.1%
-9,732.5%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.9% | +3.9% | +4.5% |
| 7D | +11.0% | +1.2% | +9.7% | +10.5% |
| 30D | +7.8% | +4.5% | +3.4% | +6.2% |
| 3M | -21.0% | +9.6% | -30.6% | -24.0% |
| 6M | +40.9% | +15.4% | +25.5% | +32.6% |
| YTD | +72.0% | +36.5% | +35.6% | +52.3% |
| 1Y | +140.9% | +39.0% | +101.9% | +111.2% |
| 3Y | +194.3% | +74.3% | +120.0% | +132.7% |
| 5Y | +112.5% | +141.2% | -28.7% | +47.9% |
| 10Y | +137.7% | +262.1% | -124.4% | +19.0% |
| All | +1,762.6% | +11,495.1% | -9,732.5% | +125.2% |
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