-75.5%
NKE vs VLO
+600.5%
-676.0%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.0% | -1.8% |
| 7D | -5.5% | +4.0% | -9.5% | -6.1% |
| 30D | -10.4% | +19.0% | -29.4% | -12.6% |
| 3M | -15.8% | +50.0% | -65.8% | -20.8% |
| 6M | -33.4% | +79.1% | -112.6% | -39.5% |
| YTD | -41.0% | +140.3% | -181.3% | -49.3% |
| 1Y | -49.1% | +148.3% | -197.4% | -56.6% |
| 3Y | -59.8% | +194.6% | -254.4% | -67.4% |
| 5Y | -75.5% | +609.6% | -685.0% | -82.0% |
| All | -75.5% | +600.5% | -676.0% | -82.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling