+5,900.4%
NKE vs OXY
+1,404.6%
+4,495.9%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.4% |
| 7D | -4.2% | +2.8% | -7.0% | -4.7% |
| 30D | -8.2% | +5.5% | -13.6% | -9.3% |
| 3M | -19.1% | +11.3% | -30.4% | -21.2% |
| 6M | -32.6% | +11.6% | -44.2% | -34.8% |
| YTD | -40.7% | +51.6% | -92.3% | -46.4% |
| 1Y | -48.9% | +36.2% | -85.1% | -52.9% |
| 3Y | -59.2% | +1.7% | -60.9% | -60.5% |
| 5Y | -75.3% | +164.5% | -239.8% | -81.2% |
| 10Y | -23.1% | +6.1% | -29.1% | -39.0% |
| All | +5,900.4% | +1,404.6% | +4,495.9% | +2,420.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling