+977.4%
NKE vs XLB
+813.8%
+163.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.2% |
| 7D | -0.1% | -0.2% | +0.2% | +0.1% |
| 30D | -7.7% | -1.7% | -5.9% | -6.7% |
| 3M | -10.9% | +4.4% | -15.3% | -13.4% |
| 6M | -31.9% | +5.0% | -36.9% | -34.2% |
| YTD | -38.6% | +15.5% | -54.1% | -44.2% |
| 1Y | -46.9% | +14.9% | -61.8% | -51.6% |
| 3Y | -58.2% | +34.5% | -92.7% | -65.3% |
| 5Y | -74.0% | +36.5% | -110.6% | -78.4% |
| 10Y | -21.6% | +159.6% | -181.2% | -55.4% |
| All | +977.4% | +813.8% | +163.6% | +181.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling