+74.3%
OKE vs NTAP
+165.5%
-91.2%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +8.5% | -7.6% | -0.1% |
| 7D | +1.2% | +7.4% | -6.1% | +0.3% |
| 30D | +4.5% | -1.4% | +5.9% | +4.6% |
| 3M | +9.6% | +24.6% | -15.0% | +6.5% |
| 6M | +15.4% | +105.9% | -90.5% | +1.9% |
| YTD | +36.5% | +88.5% | -52.1% | +22.2% |
| 1Y | +39.0% | +62.1% | -23.1% | +28.1% |
| 3Y | +74.3% | +169.1% | -94.8% | +43.7% |
| All | +74.3% | +165.5% | -91.2% | +43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 3y: compounded portfolio wealth divided by compounded NTAP 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…
3y analysis · Full analysis span regression · 6 months rolling