-58.2%
NKE vs SLB
+1.7%
-59.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.6% |
| 7D | -0.1% | +0.4% | -0.5% | -0.2% |
| 30D | -7.7% | +13.6% | -21.3% | -10.6% |
| 3M | -10.9% | +1.5% | -12.4% | -11.4% |
| 6M | -31.9% | +23.0% | -54.9% | -36.2% |
| YTD | -38.6% | +51.2% | -89.8% | -45.9% |
| 1Y | -46.9% | +63.5% | -110.4% | -54.4% |
| 3Y | -58.2% | +2.5% | -60.7% | -65.1% |
| All | -58.2% | +1.7% | -59.9% | -65.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling