-32.5%
NVDL vs OKE
+40.8%
-73.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.6% | -2.7% | -15.9% | -19.6% |
| 7D | -28.8% | -9.0% | -19.8% | -31.9% |
| 30D | -44.0% | -2.3% | -41.7% | -44.3% |
| 3M | -35.6% | 0.0% | -35.6% | -34.9% |
| 6M | -25.3% | -2.0% | -23.3% | -24.7% |
| YTD | -23.3% | +23.2% | -46.5% | -14.5% |
| 1Y | -32.5% | +36.6% | -69.1% | -14.1% |
| All | -32.5% | +40.8% | -73.3% | -14.1% |
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