+137.0%
OKE vs NTRA
+172.0%
-35.0%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | +0.1% | +0.9% |
| 7D | +1.2% | +0.2% | +1.0% | +1.2% |
| 30D | +4.5% | +4.1% | +0.4% | +4.1% |
| 3M | +9.6% | +50.0% | -40.4% | +5.0% |
| 6M | +15.4% | +67.3% | -51.9% | +8.6% |
| YTD | +36.5% | +43.6% | -7.1% | +30.3% |
| 1Y | +39.0% | +89.2% | -50.3% | +28.2% |
| 3Y | +74.3% | +502.5% | -428.2% | +38.7% |
| All | +137.0% | +172.0% | -35.0% | +96.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRA.
Daily Out/Under-Performance
Portfolio return minus NTRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRA 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 NTRA 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