-59.2%
NKE vs XLB
+31.1%
-90.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.2% |
| 7D | -4.2% | -2.8% | -1.3% | -2.0% |
| 30D | -8.2% | -3.1% | -5.1% | -5.9% |
| 3M | -19.1% | -0.2% | -18.9% | -19.2% |
| 6M | -32.6% | +3.1% | -35.7% | -34.9% |
| YTD | -40.7% | +13.3% | -54.0% | -47.3% |
| 1Y | -48.9% | +12.0% | -60.9% | -54.2% |
| 3Y | -59.2% | +31.4% | -90.6% | -67.8% |
| All | -59.2% | +31.1% | -90.4% | -67.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 3y: compounded portfolio wealth divided by compounded XLB 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…
3y analysis · Full analysis span regression · 6 months rolling