+74.3%
OKE vs NVTS
+38.1%
+36.2%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.3% | -3.4% | +0.9% |
| 7D | +1.2% | -1.4% | +2.7% | +1.3% |
| 30D | +4.5% | -16.5% | +21.0% | +4.5% |
| 3M | +9.6% | -47.6% | +57.2% | +10.0% |
| 6M | +15.4% | +7.3% | +8.1% | +15.0% |
| YTD | +36.5% | +62.9% | -26.4% | +35.4% |
| 1Y | +39.0% | +91.3% | -52.3% | +37.3% |
| 3Y | +74.3% | +43.4% | +30.9% | +72.5% |
| All | +74.3% | +38.1% | +36.2% | +72.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling