-75.5%
NKE vs XLB
+32.8%
-108.2%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.7% | -0.8% |
| 7D | -5.5% | -3.5% | -2.0% | -2.4% |
| 30D | -10.4% | -4.7% | -5.8% | -6.5% |
| 3M | -15.8% | +2.7% | -18.5% | -18.1% |
| 6M | -33.4% | +2.6% | -36.0% | -35.6% |
| YTD | -41.0% | +12.8% | -53.8% | -48.0% |
| 1Y | -49.1% | +14.0% | -63.0% | -55.6% |
| 3Y | -59.8% | +31.5% | -91.3% | -69.8% |
| 5Y | -75.5% | +33.4% | -108.9% | -81.6% |
| All | -75.5% | +32.8% | -108.2% | -81.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling