-24.0%
NKE vs XRT
+128.2%
-152.2%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | -0.4% |
| 7D | -4.2% | -3.2% | -1.0% | -2.2% |
| 30D | -8.2% | -4.5% | -3.7% | -5.4% |
| 3M | -19.1% | -3.1% | -16.0% | -17.5% |
| 6M | -32.6% | +4.2% | -36.9% | -34.3% |
| YTD | -40.7% | -0.1% | -40.6% | -40.6% |
| 1Y | -48.9% | -3.0% | -45.8% | -47.8% |
| 3Y | -59.2% | +41.8% | -101.0% | -67.1% |
| 5Y | -75.3% | -1.3% | -74.1% | -76.0% |
| All | -24.0% | +128.2% | -152.2% | -60.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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