+15,818.3%
OKE vs NSC
+5,636.1%
+10,182.2%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | 0.0% | -1.4% | +1.4% | +0.5% |
| 30D | +4.6% | -3.4% | +8.0% | +5.9% |
| 3M | +6.9% | +5.1% | +1.9% | +4.7% |
| 6M | +15.8% | +9.2% | +6.5% | +11.1% |
| YTD | +35.2% | +13.4% | +21.8% | +27.6% |
| 1Y | +37.6% | +20.8% | +16.8% | +26.6% |
| 3Y | +72.0% | +76.1% | -4.0% | +33.7% |
| 5Y | +139.0% | +45.3% | +93.7% | +99.7% |
| 10Y | +258.7% | +335.7% | -77.0% | +108.4% |
| All | +15,818.3% | +5,636.1% | +10,182.2% | +3,931.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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