-74.7%
NKE vs EOG
+169.9%
-244.6%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | -4.2% | +1.5% | -5.7% | -4.4% |
| 30D | -8.2% | +2.9% | -11.1% | -8.7% |
| 3M | -19.1% | +8.7% | -27.8% | -20.6% |
| 6M | -32.6% | +12.9% | -45.5% | -34.7% |
| YTD | -40.7% | +43.8% | -84.5% | -45.6% |
| 1Y | -48.9% | +27.1% | -75.9% | -51.8% |
| 3Y | -59.2% | +25.9% | -85.1% | -62.0% |
| All | -74.7% | +169.9% | -244.6% | -78.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling