-47.4%
NKE vs EOG
+24.8%
-72.2%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.4% | -1.0% |
| 7D | -2.0% | +1.3% | -3.3% | -2.0% |
| 30D | -8.6% | +8.2% | -16.7% | -8.3% |
| 3M | -11.0% | +3.8% | -14.9% | -10.8% |
| 6M | -33.2% | +15.3% | -48.5% | -34.6% |
| YTD | -38.1% | +41.7% | -79.8% | -43.3% |
| 1Y | -47.4% | +23.6% | -70.9% | -50.4% |
| All | -47.4% | +24.8% | -72.2% | -50.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EOG.
Daily Out/Under-Performance
Portfolio return minus EOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOG 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 EOG 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