+523.4%
NKE vs XPO
+9,736.1%
-9,212.8%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -0.9% | -1.8% |
| 7D | -5.5% | -1.3% | -4.2% | -5.4% |
| 30D | -10.4% | -10.4% | -0.1% | -9.4% |
| 3M | -15.8% | -15.7% | -0.1% | -14.3% |
| 6M | -33.4% | -6.3% | -27.1% | -33.1% |
| YTD | -41.0% | +34.2% | -75.2% | -43.3% |
| 1Y | -49.1% | +39.9% | -89.0% | -51.4% |
| 3Y | -59.8% | +155.2% | -215.0% | -64.7% |
| 5Y | -75.5% | +264.7% | -340.1% | -79.7% |
| 10Y | -23.5% | +1,500.1% | -1,523.5% | -44.0% |
| All | +523.4% | +9,736.1% | -9,212.8% | +309.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling