-7.8%
NKE vs SLB
-4.1%
-3.8%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.1% | -3.0% | -0.8% |
| 7D | -5.4% | -1.2% | -4.2% | -5.4% |
| 30D | +8.4% | +4.5% | +3.9% | +8.5% |
| 3M | -6.3% | -4.6% | -1.7% | -6.1% |
| 6M | -7.8% | -6.3% | -1.6% | -6.9% |
| All | -7.8% | -4.1% | -3.8% | -6.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling