+258.5%
OKE vs NVS
+179.5%
+79.0%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.2% | +1.0% |
| 7D | +1.2% | -14.3% | +15.5% | +7.8% |
| 30D | +4.5% | -10.0% | +14.4% | +8.2% |
| 3M | +9.6% | -10.9% | +20.5% | +13.9% |
| 6M | +15.4% | -12.0% | +27.3% | +19.9% |
| YTD | +36.5% | +2.5% | +33.9% | +29.7% |
| 1Y | +39.0% | +10.7% | +28.3% | +25.9% |
| 3Y | +74.3% | +53.3% | +21.0% | +26.5% |
| 5Y | +141.2% | +93.6% | +47.6% | +45.3% |
| All | +258.5% | +179.5% | +79.0% | +106.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 10y: compounded portfolio wealth divided by compounded NVS 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…
10y analysis · Full analysis span regression · 6 months rolling