+7,454.8%
OKE vs NTAP
+23,168.4%
-15,713.6%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | 0.0% |
| 7D | 0.0% | -1.0% | +0.9% | +0.1% |
| 30D | +4.6% | -7.5% | +12.1% | +5.6% |
| 3M | +6.9% | +14.6% | -7.7% | +4.8% |
| 6M | +15.8% | +91.0% | -75.2% | +5.2% |
| YTD | +35.2% | +73.7% | -38.5% | +24.1% |
| 1Y | +37.6% | +51.2% | -13.6% | +28.6% |
| 3Y | +72.0% | +146.1% | -74.1% | +48.9% |
| 5Y | +139.0% | +122.8% | +16.1% | +108.8% |
| 10Y | +258.7% | +585.5% | -326.7% | +172.4% |
| All | +7,454.8% | +23,168.4% | -15,713.6% | +3,810.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling