+203.8%
OKE vs NTR
+97.9%
+105.8%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.2% |
| 7D | +1.2% | -1.3% | +2.5% | +2.0% |
| 30D | +4.5% | +16.8% | -12.3% | -4.7% |
| 3M | +9.6% | +20.7% | -11.1% | -2.3% |
| 6M | +15.4% | +0.5% | +14.8% | +13.1% |
| YTD | +36.5% | +29.2% | +7.3% | +14.3% |
| 1Y | +39.0% | +39.6% | -0.6% | +10.2% |
| 3Y | +74.3% | +37.9% | +36.4% | +33.2% |
| 5Y | +141.2% | +47.1% | +94.1% | +44.8% |
| All | +203.8% | +97.9% | +105.8% | +13.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling