+73.4%
OKE vs NVD
-99.1%
+172.5%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.7% | +1.0% |
| 7D | +1.2% | +10.8% | -9.6% | +1.7% |
| 30D | +4.5% | +0.8% | +3.7% | +4.6% |
| 3M | +9.6% | -20.8% | +30.4% | +8.8% |
| 6M | +15.4% | -41.2% | +56.5% | +13.1% |
| YTD | +36.5% | -44.2% | +80.7% | +33.8% |
| 1Y | +39.0% | -54.2% | +93.1% | +35.0% |
| 3Y | +74.3% | -99.1% | +173.4% | +54.9% |
| All | +73.4% | -99.1% | +172.5% | +54.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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