-39.2%
NKE vs SLB
+39.8%
-79.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.4% |
| 7D | -4.6% | +2.6% | -7.1% | -4.9% |
| 30D | +6.9% | +4.4% | +2.5% | +6.1% |
| 3M | -5.8% | -2.7% | -3.1% | -5.7% |
| 6M | -9.1% | -7.5% | -1.5% | -7.7% |
| YTD | -39.2% | +34.8% | -74.0% | -45.7% |
| 1Y | -39.2% | +44.6% | -83.8% | -48.3% |
| All | -39.2% | +39.8% | -79.1% | -48.3% |
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