+208.7%
NRG vs OKE
+72.4%
+136.3%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | +1.2% |
| 7D | -4.7% | +1.2% | -5.9% | -5.2% |
| 30D | -6.0% | +4.5% | -10.5% | -8.0% |
| 3M | -8.0% | +9.6% | -17.6% | -12.4% |
| 6M | -23.2% | +15.4% | -38.5% | -30.1% |
| YTD | -28.1% | +36.5% | -64.5% | -41.9% |
| 1Y | -27.3% | +39.0% | -66.2% | -42.5% |
| 3Y | +208.7% | +74.3% | +134.4% | +141.4% |
| All | +208.7% | +72.4% | +136.3% | +141.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling