-48.9%
NKE vs OXY
+37.2%
-86.0%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.5% |
| 7D | -4.2% | +2.8% | -7.0% | -4.1% |
| 30D | -8.2% | +5.5% | -13.6% | -8.1% |
| 3M | -19.1% | +11.3% | -30.4% | -18.8% |
| 6M | -32.6% | +11.6% | -44.2% | -32.3% |
| YTD | -40.7% | +51.6% | -92.3% | -44.0% |
| 1Y | -48.9% | +36.2% | -85.1% | -50.9% |
| All | -48.9% | +37.2% | -86.0% | -50.9% |
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