-24.0%
NKE vs VLO
+946.8%
-970.8%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.2% |
| 7D | -4.2% | +5.3% | -9.5% | -5.2% |
| 30D | -8.2% | +18.2% | -26.4% | -11.5% |
| 3M | -19.1% | +53.3% | -72.4% | -26.5% |
| 6M | -32.6% | +70.4% | -103.1% | -40.7% |
| YTD | -40.7% | +143.4% | -184.1% | -52.1% |
| 1Y | -48.9% | +153.0% | -201.9% | -59.2% |
| 3Y | -59.2% | +195.0% | -254.2% | -69.2% |
| 5Y | -75.3% | +618.8% | -694.1% | -85.6% |
| All | -24.0% | +946.8% | -970.8% | -61.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling