-49.1%
NKE vs SLB
+60.6%
-109.7%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.8% | -0.1% | -1.6% |
| 7D | -5.5% | -2.4% | -3.1% | -5.1% |
| 30D | -10.4% | +4.9% | -15.3% | -11.2% |
| 3M | -15.8% | +1.4% | -17.2% | -15.6% |
| 6M | -33.4% | +17.6% | -51.1% | -36.7% |
| YTD | -41.0% | +48.3% | -89.3% | -47.7% |
| 1Y | -49.1% | +58.7% | -107.7% | -56.7% |
| All | -49.1% | +60.6% | -109.7% | -56.7% |
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