+137.0%
OKE vs NTR
+45.7%
+91.3%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.1% |
| 7D | +1.2% | -1.3% | +2.5% | +1.7% |
| 30D | +4.5% | +16.8% | -12.3% | -0.8% |
| 3M | +9.6% | +20.7% | -11.1% | +2.8% |
| 6M | +15.4% | +0.5% | +14.8% | +14.3% |
| YTD | +36.5% | +29.2% | +7.3% | +23.8% |
| 1Y | +39.0% | +39.6% | -0.6% | +22.4% |
| 3Y | +74.3% | +37.9% | +36.4% | +51.7% |
| All | +137.0% | +45.7% | +91.3% | +69.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling