+147.7%
OKE vs NIO
-36.8%
+184.5%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.3% | +2.4% | +2.2% |
| 7D | +1.9% | -6.7% | +8.6% | +2.4% |
| 30D | +12.8% | -20.0% | +32.9% | +14.7% |
| 3M | +11.9% | -30.5% | +42.4% | +14.9% |
| 6M | +14.9% | -20.7% | +35.6% | +16.0% |
| YTD | +37.7% | -25.7% | +63.4% | +39.6% |
| 1Y | +44.1% | -38.6% | +82.6% | +47.6% |
| 3Y | +75.3% | -62.3% | +137.5% | +80.4% |
| 5Y | +144.0% | -90.1% | +234.1% | +167.3% |
| All | +147.7% | -36.8% | +184.5% | +114.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NIO.
Daily Out/Under-Performance
Portfolio return minus NIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NIO 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded NIO 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling