-74.7%
NKE vs XOP
+158.8%
-233.6%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | -4.2% | +2.6% | -6.8% | -4.8% |
| 30D | -8.2% | +9.6% | -17.8% | -10.4% |
| 3M | -19.1% | +20.4% | -39.4% | -23.3% |
| 6M | -32.6% | +19.9% | -52.5% | -36.5% |
| YTD | -40.7% | +56.4% | -97.1% | -48.6% |
| 1Y | -48.9% | +52.4% | -101.3% | -55.4% |
| 3Y | -59.2% | +39.9% | -99.1% | -64.3% |
| All | -74.7% | +158.8% | -233.6% | -80.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling