+5,871.1%
NKE vs XEL
+1,926.0%
+3,945.1%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -0.9% | -1.7% |
| 7D | -5.5% | -1.2% | -4.3% | -5.2% |
| 30D | -10.4% | -2.9% | -7.5% | -9.7% |
| 3M | -15.8% | -2.7% | -13.1% | -15.3% |
| 6M | -33.4% | -6.5% | -26.9% | -32.5% |
| YTD | -41.0% | +3.6% | -44.6% | -41.9% |
| 1Y | -49.1% | +7.5% | -56.6% | -50.4% |
| 3Y | -59.8% | +46.3% | -106.1% | -64.6% |
| 5Y | -75.5% | +30.5% | -106.0% | -77.8% |
| 10Y | -23.5% | +151.4% | -174.9% | -42.2% |
| All | +5,871.1% | +1,926.0% | +3,945.1% | +2,011.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XEL.
Daily Out/Under-Performance
Portfolio return minus XEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XEL 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 XEL 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