+6,148.3%
NKE vs SLB
+845.1%
+5,303.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.1% | -3.0% | -1.4% |
| 7D | -5.4% | -1.2% | -4.2% | -5.1% |
| 30D | +8.4% | +4.5% | +3.9% | +7.1% |
| 3M | -6.3% | -4.6% | -1.7% | -5.7% |
| 6M | -7.8% | -6.3% | -1.6% | -7.4% |
| YTD | -38.3% | +35.0% | -73.2% | -43.3% |
| 1Y | -37.3% | +38.8% | -76.1% | -42.8% |
| 3Y | -61.3% | +3.3% | -64.6% | -62.7% |
| 5Y | -74.8% | +73.6% | -148.5% | -79.4% |
| 10Y | -12.7% | -14.2% | +1.5% | -23.3% |
| All | +6,148.3% | +845.1% | +5,303.1% | +2,589.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling