+6,161.3%
NKE vs SLB
+966.6%
+5,194.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.1% | -1.0% |
| 7D | -2.0% | +0.8% | -2.8% | -2.3% |
| 30D | -8.6% | +15.8% | -24.4% | -11.8% |
| 3M | -11.0% | -0.3% | -10.7% | -11.5% |
| 6M | -33.2% | +21.3% | -54.6% | -36.8% |
| YTD | -38.1% | +52.3% | -90.4% | -44.5% |
| 1Y | -47.4% | +63.6% | -111.0% | -53.7% |
| 3Y | -59.8% | +3.8% | -63.5% | -61.4% |
| 5Y | -74.2% | +128.6% | -202.9% | -80.2% |
| 10Y | -23.5% | -3.1% | -20.4% | -34.5% |
| All | +6,161.3% | +966.6% | +5,194.7% | +2,528.3% |
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