+6,107.8%
OKE vs NVMI
+1,965.6%
+4,142.2%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.6% | +0.8% |
| 7D | +1.2% | -0.1% | +1.3% | +1.3% |
| 30D | +4.5% | -8.4% | +12.9% | +5.1% |
| 3M | +9.6% | -33.6% | +43.2% | +12.3% |
| 6M | +15.4% | -14.7% | +30.1% | +15.5% |
| YTD | +36.5% | +13.2% | +23.2% | +33.4% |
| 1Y | +39.0% | +29.0% | +10.0% | +34.1% |
| 3Y | +74.3% | +215.0% | -140.7% | +55.0% |
| 5Y | +141.2% | +268.6% | -127.4% | +110.4% |
| 10Y | +262.1% | +3,124.7% | -2,862.6% | +181.8% |
| All | +6,107.8% | +1,965.6% | +4,142.2% | +4,226.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling