+1,710.4%
NXPI vs OKE
+997.9%
+712.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | +0.4% |
| 7D | -2.3% | -0.2% | -2.1% | -2.2% |
| 30D | -4.3% | +6.1% | -10.4% | -6.6% |
| 3M | -24.7% | +10.4% | -35.1% | -28.2% |
| 6M | +9.7% | +14.2% | -4.4% | +2.4% |
| YTD | +3.8% | +35.3% | -31.6% | -10.0% |
| 1Y | +1.6% | +40.6% | -39.0% | -13.4% |
| 3Y | +16.0% | +72.2% | -56.2% | -9.8% |
| 5Y | +16.1% | +139.6% | -123.5% | -21.4% |
| 10Y | +211.4% | +259.1% | -47.7% | +53.5% |
| All | +1,710.4% | +997.9% | +712.6% | +212.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling