-59.2%
NKE vs XYL
+15.7%
-74.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.3% |
| 7D | -4.2% | +1.2% | -5.4% | -4.6% |
| 30D | -8.2% | -11.9% | +3.7% | -3.8% |
| 3M | -19.1% | -1.5% | -17.5% | -18.8% |
| 6M | -32.6% | -11.9% | -20.7% | -29.8% |
| YTD | -40.7% | -20.6% | -20.1% | -35.7% |
| 1Y | -48.9% | -23.5% | -25.3% | -43.7% |
| 3Y | -59.2% | +14.9% | -74.1% | -62.0% |
| All | -59.2% | +15.7% | -74.9% | -62.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 3y: compounded portfolio wealth divided by compounded XYL 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…
3y analysis · Full analysis span regression · 6 months rolling