+5,871.1%
NKE vs EOG
+7,533.2%
-1,662.1%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.3% | -2.0% |
| 7D | -5.5% | +1.0% | -6.6% | -5.7% |
| 30D | -10.4% | +2.8% | -13.3% | -10.9% |
| 3M | -15.8% | +5.9% | -21.7% | -17.0% |
| 6M | -33.4% | +17.1% | -50.5% | -35.8% |
| YTD | -41.0% | +43.9% | -84.9% | -45.3% |
| 1Y | -49.1% | +26.9% | -75.9% | -51.7% |
| 3Y | -59.8% | +23.6% | -83.4% | -62.0% |
| 5Y | -75.5% | +178.1% | -253.6% | -80.4% |
| 10Y | -23.5% | +119.8% | -143.3% | -40.8% |
| All | +5,871.1% | +7,533.2% | -1,662.1% | +2,450.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling