-12.7%
NVO vs OKE
+40.8%
-53.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.7% | -1.8% | -4.6% |
| 7D | +3.0% | -9.0% | +11.9% | +2.3% |
| 30D | +7.4% | -2.3% | +9.6% | +7.2% |
| 3M | -8.3% | 0.0% | -8.3% | -8.3% |
| 6M | -9.0% | -2.0% | -7.1% | -9.2% |
| YTD | -16.8% | +23.2% | -40.0% | -14.8% |
| 1Y | -12.7% | +36.6% | -49.3% | -13.3% |
| All | -12.7% | +40.8% | -53.4% | -13.3% |
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