+137.0%
OKE vs NLY
+25.6%
+111.5%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.1% |
| 7D | +1.2% | -4.0% | +5.2% | +2.9% |
| 30D | +4.5% | -5.2% | +9.7% | +6.7% |
| 3M | +9.6% | +2.8% | +6.8% | +8.0% |
| 6M | +15.4% | +4.2% | +11.2% | +12.2% |
| YTD | +36.5% | +4.7% | +31.8% | +32.1% |
| 1Y | +39.0% | +12.7% | +26.2% | +29.8% |
| 3Y | +74.3% | +62.5% | +11.7% | +36.7% |
| All | +137.0% | +25.6% | +111.5% | +137.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NLY.
Daily Out/Under-Performance
Portfolio return minus NLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NLY 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 5y: compounded portfolio wealth divided by compounded NLY 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…
5y analysis · Full analysis span regression · 6 months rolling