+18.8%
NVDL vs OKE
+40.5%
-21.7%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | +0.3% |
| 7D | -10.3% | +1.2% | -11.6% | -9.7% |
| 30D | -7.1% | +4.5% | -11.6% | -4.9% |
| 3M | +6.6% | +9.6% | -3.0% | +12.9% |
| 6M | +21.1% | +15.4% | +5.7% | +30.3% |
| YTD | +15.2% | +36.5% | -21.2% | +32.4% |
| 1Y | +18.8% | +39.0% | -20.2% | +44.9% |
| All | +18.8% | +40.5% | -21.7% | +44.9% |
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