+5,900.4%
NKE vs SHEL
+2,565.5%
+3,335.0%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.4% | +0.3% |
| 7D | -4.2% | +4.1% | -8.3% | -4.9% |
| 30D | -8.2% | +8.4% | -16.6% | -9.7% |
| 3M | -19.1% | +13.7% | -32.8% | -21.3% |
| 6M | -32.6% | +12.7% | -45.3% | -34.5% |
| YTD | -40.7% | +35.3% | -76.0% | -44.5% |
| 1Y | -48.9% | +39.4% | -88.2% | -52.5% |
| 3Y | -59.2% | +71.5% | -130.7% | -63.8% |
| 5Y | -75.3% | +195.0% | -270.4% | -80.5% |
| 10Y | -23.1% | +211.1% | -234.1% | -41.7% |
| All | +5,900.4% | +2,565.5% | +3,335.0% | +4,124.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling