+44.6%
OKE vs NVTS
-9.1%
+53.7%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +9.0% | -12.6% | -3.5% |
| 7D | -5.2% | -0.3% | -4.9% | -5.2% |
| 30D | +1.1% | -24.4% | +25.5% | +0.8% |
| 3M | +2.2% | -26.5% | +28.7% | +1.9% |
| 6M | 0.0% | -41.4% | +41.4% | -0.1% |
| YTD | +26.5% | +30.7% | -4.1% | +27.2% |
| 1Y | +44.6% | -10.8% | +55.4% | +44.5% |
| All | +44.6% | -9.1% | +53.7% | +44.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 NVTS 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