+15,968.0%
OKE vs NYT
+758.3%
+15,209.7%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.4% |
| 3M | +9.6% | -9.6% | +19.2% | +11.6% |
| 6M | +15.4% | -14.0% | +29.4% | +18.3% |
| YTD | +36.5% | -2.8% | +39.3% | +35.6% |
| 1Y | +39.0% | +15.6% | +23.4% | +32.4% |
| 3Y | +74.3% | +56.3% | +18.0% | +52.4% |
| 5Y | +141.2% | +39.5% | +101.7% | +112.4% |
| 10Y | +262.1% | +488.0% | -225.9% | +132.5% |
| All | +15,968.0% | +758.3% | +15,209.7% | +7,865.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling