-47.4%
NKE vs OXY
+32.4%
-79.7%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | 0.0% | -1.0% |
| 7D | -2.0% | +1.6% | -3.6% | -2.0% |
| 30D | -8.6% | +11.6% | -20.2% | -8.4% |
| 3M | -11.0% | +2.8% | -13.8% | -10.7% |
| 6M | -33.2% | +13.0% | -46.3% | -33.5% |
| YTD | -38.1% | +47.4% | -85.5% | -41.7% |
| 1Y | -47.4% | +31.5% | -78.8% | -49.4% |
| All | -47.4% | +32.4% | -79.7% | -49.4% |
Cumulative growth
Daily Returns
Daily percentage return beside OXY.
Daily Out/Under-Performance
Portfolio return minus OXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OXY 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 OXY 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