+137.0%
OKE vs NYT
+38.8%
+98.3%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.5% | +0.8% |
| 7D | +1.2% | -0.6% | +1.8% | +1.4% |
| 30D | +4.5% | +4.6% | -0.1% | +3.5% |
| 3M | +9.6% | -9.6% | +19.2% | +11.4% |
| 6M | +15.4% | -14.0% | +29.4% | +17.9% |
| YTD | +36.5% | -2.8% | +39.3% | +34.9% |
| 1Y | +39.0% | +15.6% | +23.4% | +31.1% |
| 3Y | +74.3% | +56.3% | +18.0% | +47.9% |
| All | +137.0% | +38.8% | +98.3% | +87.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 5y: compounded portfolio wealth divided by compounded NYT 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…
5y analysis · Full analysis span regression · 6 months rolling