-31.7%
NKE vs SLB
+45.4%
-77.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.1% | +6.3% | +5.4% |
| 7D | +9.0% | -4.1% | +13.1% | +9.5% |
| 30D | +19.2% | +2.5% | +16.7% | +18.7% |
| 3M | -1.5% | +2.0% | -3.5% | -2.0% |
| 6M | -4.2% | -6.3% | +2.2% | -3.0% |
| YTD | -34.8% | +36.5% | -71.3% | -41.1% |
| 1Y | -31.7% | +46.2% | -77.9% | -39.6% |
| All | -31.7% | +45.4% | -77.1% | -39.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SLB.
Daily Out/Under-Performance
Portfolio return minus SLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SLB 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 SLB 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