+136.0%
NVO vs OKE
+266.1%
-130.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.9% | -3.1% | -2.2% |
| 7D | -7.6% | +1.2% | -8.8% | -7.7% |
| 30D | -6.0% | +4.5% | -10.5% | -6.4% |
| 3M | -0.8% | +9.6% | -10.4% | -1.8% |
| 6M | +16.5% | +15.4% | +1.1% | +14.4% |
| YTD | -11.1% | +36.5% | -47.6% | -14.3% |
| 1Y | -16.7% | +39.0% | -55.7% | -19.9% |
| 3Y | -52.9% | +74.3% | -127.2% | -56.0% |
| 5Y | -3.0% | +141.2% | -144.2% | -12.7% |
| All | +136.0% | +266.1% | -130.1% | +103.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling