+39.0%
OKE vs NVS
+10.8%
+28.1%
-11.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.2% | +0.9% |
| 7D | +1.2% | -14.3% | +15.5% | +0.2% |
| 30D | +4.5% | -10.0% | +14.4% | +3.6% |
| 3M | +9.6% | -10.9% | +20.5% | +8.6% |
| 6M | +15.4% | -12.0% | +27.3% | +14.3% |
| YTD | +36.5% | +2.5% | +33.9% | +33.3% |
| 1Y | +39.0% | +10.7% | +28.3% | +33.8% |
| All | +39.0% | +10.8% | +28.1% | +33.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling