-24.0%
NKE vs XPO
+1,516.3%
-1,540.3%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | -4.2% | -5.7% | +1.5% | -2.8% |
| 30D | -8.2% | -12.8% | +4.6% | -5.2% |
| 3M | -19.1% | -20.0% | +0.9% | -14.9% |
| 6M | -32.6% | -6.0% | -26.6% | -32.2% |
| YTD | -40.7% | +34.0% | -74.8% | -45.8% |
| 1Y | -48.9% | +35.6% | -84.4% | -53.6% |
| 3Y | -59.2% | +152.3% | -211.5% | -70.1% |
| 5Y | -75.3% | +264.4% | -339.7% | -84.5% |
| All | -24.0% | +1,516.3% | -1,540.3% | -62.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 10y: compounded portfolio wealth divided by compounded XPO 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…
10y analysis · Full analysis span regression · 6 months rolling