+176.0%
OKE vs NVT
+731.8%
-555.8%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.6% | -3.7% | -1.5% |
| 7D | +1.2% | +4.1% | -2.8% | -1.0% |
| 30D | +4.5% | -5.1% | +9.6% | +6.8% |
| 3M | +9.6% | -1.2% | +10.8% | +7.0% |
| 6M | +15.4% | +46.6% | -31.2% | -13.8% |
| YTD | +36.5% | +60.0% | -23.5% | -5.0% |
| 1Y | +39.0% | +70.8% | -31.8% | -9.4% |
| 3Y | +74.3% | +187.5% | -113.3% | -30.8% |
| 5Y | +141.2% | +426.1% | -284.9% | -46.1% |
| All | +176.0% | +731.8% | -555.8% | -60.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 NVT 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