-47.4%
NKE vs VLO
+143.4%
-190.7%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -2.0% | +5.2% | -7.2% | -1.8% |
| 30D | -8.6% | +22.6% | -31.2% | -7.9% |
| 3M | -11.0% | +43.8% | -54.8% | -9.7% |
| 6M | -33.2% | +65.7% | -99.0% | -32.7% |
| YTD | -38.1% | +131.1% | -169.2% | -39.3% |
| 1Y | -47.4% | +143.6% | -191.0% | -47.8% |
| All | -47.4% | +143.4% | -190.7% | -47.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VLO.
Daily Out/Under-Performance
Portfolio return minus VLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLO 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 VLO 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