-47.4%
NKE vs SHEL
+32.9%
-80.2%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.6% | -0.9% |
| 7D | -2.0% | +2.2% | -4.2% | -1.7% |
| 30D | -8.6% | +6.8% | -15.4% | -7.8% |
| 3M | -11.0% | +8.1% | -19.1% | -10.2% |
| 6M | -33.2% | +14.4% | -47.6% | -32.8% |
| YTD | -38.1% | +30.0% | -68.1% | -38.0% |
| 1Y | -47.4% | +33.3% | -80.7% | -47.7% |
| All | -47.4% | +32.9% | -80.2% | -47.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SHEL.
Daily Out/Under-Performance
Portfolio return minus SHEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHEL 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 SHEL 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