-48.9%
NKE vs VLO
+152.2%
-201.1%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.5% |
| 7D | -4.2% | +5.3% | -9.5% | -4.0% |
| 30D | -8.2% | +18.2% | -26.4% | -7.7% |
| 3M | -19.1% | +53.3% | -72.4% | -17.8% |
| 6M | -32.6% | +70.4% | -103.1% | -32.1% |
| YTD | -40.7% | +143.4% | -184.1% | -42.2% |
| 1Y | -48.9% | +153.0% | -201.9% | -50.7% |
| All | -48.9% | +152.2% | -201.1% | -50.7% |
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