+36.6%
OKE vs NTR
+37.3%
-0.7%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.2% | -2.8% | -2.7% |
| 7D | -9.0% | +5.4% | -14.4% | -10.3% |
| 30D | -2.3% | +1.4% | -3.7% | -2.7% |
| 3M | 0.0% | +8.7% | -8.8% | -2.6% |
| 6M | -2.0% | -4.9% | +3.0% | -1.2% |
| YTD | +23.2% | +19.8% | +3.3% | +14.1% |
| 1Y | +36.6% | +37.0% | -0.3% | +21.7% |
| All | +36.6% | +37.3% | -0.7% | +21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 1y: compounded portfolio wealth divided by compounded NTR 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…
1y analysis · Full analysis span regression · 6 months rolling