-31.7%
NKE vs SHEL
+43.6%
-75.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -2.2% | +7.5% | +4.8% |
| 7D | +9.0% | -3.2% | +12.2% | +8.4% |
| 30D | +19.2% | +5.5% | +13.7% | +20.3% |
| 3M | -1.5% | +14.4% | -15.8% | +1.2% |
| 6M | -4.2% | +16.2% | -20.3% | -1.1% |
| YTD | -34.8% | +42.4% | -77.2% | -30.3% |
| 1Y | -31.7% | +43.3% | -75.0% | -25.9% |
| All | -31.7% | +43.6% | -75.3% | -25.9% |
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