-31.7%
NKE vs XOP
+45.9%
-77.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -6.4% | +11.6% | +4.4% |
| 7D | +9.0% | -10.5% | +19.5% | +7.7% |
| 30D | +19.2% | -4.3% | +23.6% | +18.5% |
| 3M | -1.5% | +4.7% | -6.2% | -1.3% |
| 6M | -4.2% | -0.1% | -4.1% | -3.3% |
| YTD | -34.8% | +43.8% | -78.6% | -37.4% |
| 1Y | -31.7% | +45.3% | -77.0% | -34.0% |
| All | -31.7% | +45.9% | -77.6% | -34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XOP.
Daily Out/Under-Performance
Portfolio return minus XOP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XOP 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 1y: compounded portfolio wealth divided by compounded XOP 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…
1y analysis · Full analysis span regression · 6 months rolling