+36.6%
OKE vs NVMI
-14.5%
+51.1%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -5.1% | +2.4% | -3.1% |
| 7D | -9.0% | -16.2% | +7.2% | -10.6% |
| 30D | -2.3% | -28.9% | +26.7% | -5.5% |
| 3M | 0.0% | -30.3% | +30.3% | -3.3% |
| 6M | -2.0% | -45.6% | +43.7% | -6.6% |
| YTD | +23.2% | -14.6% | +37.8% | +24.6% |
| 1Y | +36.6% | -18.1% | +54.7% | +38.4% |
| All | +36.6% | -14.5% | +51.1% | +38.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 NVMI 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