+383.2%
NKE vs XRT
+501.1%
-117.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | +0.7% |
| 7D | -0.1% | -0.3% | +0.2% | +0.1% |
| 30D | -7.7% | -5.6% | -2.0% | -4.0% |
| 3M | -10.9% | +2.5% | -13.5% | -12.4% |
| 6M | -31.9% | +3.7% | -35.5% | -33.5% |
| YTD | -38.6% | +1.0% | -39.6% | -39.0% |
| 1Y | -46.9% | -1.2% | -45.7% | -46.5% |
| 3Y | -58.2% | +43.4% | -101.5% | -67.1% |
| 5Y | -74.0% | -0.7% | -73.3% | -74.5% |
| 10Y | -21.6% | +123.7% | -145.2% | -59.9% |
| All | +383.2% | +501.1% | -117.9% | +10.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling