-52.8%
NRG vs OKE
+40.8%
-93.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.7% | -0.6% | -3.4% |
| 7D | -17.0% | -9.0% | -8.0% | -17.6% |
| 30D | -21.9% | -2.3% | -19.6% | -21.7% |
| 3M | -32.9% | 0.0% | -32.9% | -32.4% |
| 6M | -48.4% | -2.0% | -46.4% | -48.3% |
| YTD | -48.7% | +23.2% | -71.8% | -46.3% |
| 1Y | -52.8% | +36.6% | -89.4% | -49.7% |
| All | -52.8% | +40.8% | -93.6% | -49.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling