-40.6%
NKE vs SLB
+46.1%
-86.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.9% | +0.4% |
| 7D | -1.6% | +3.5% | -5.1% | -2.0% |
| 30D | +7.6% | +6.5% | +1.1% | +6.5% |
| 3M | -6.9% | -0.2% | -6.6% | -7.1% |
| 6M | -8.5% | -5.7% | -2.8% | -7.5% |
| YTD | -38.8% | +36.8% | -75.6% | -45.4% |
| 1Y | -40.6% | +45.8% | -86.3% | -49.0% |
| All | -40.6% | +46.1% | -86.7% | -49.0% |
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