+92.6%
OKE vs NVTS
-20.2%
+112.8%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.9% | +3.8% | 0.0% |
| 7D | 0.0% | +0.5% | -0.5% | 0.0% |
| 30D | +4.6% | -18.0% | +22.6% | +5.0% |
| 3M | +6.9% | -45.6% | +52.6% | +8.1% |
| 6M | +15.8% | +28.5% | -12.7% | +13.6% |
| YTD | +35.2% | +56.2% | -21.0% | +31.5% |
| 1Y | +37.6% | +97.7% | -60.1% | +31.8% |
| 3Y | +72.0% | +35.0% | +37.0% | +66.5% |
| All | +92.6% | -20.2% | +112.8% | +79.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling