+48.3%
XLE vs NKE
-46.9%
+95.2%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.9% |
| 7D | +2.2% | -2.0% | +4.2% | +2.2% |
| 30D | +11.8% | -8.6% | +20.4% | +11.8% |
| 3M | +9.8% | -11.0% | +20.9% | +9.9% |
| 6M | +15.6% | -33.2% | +48.8% | +19.7% |
| YTD | +45.3% | -38.1% | +83.4% | +51.4% |
| 1Y | +48.3% | -47.4% | +95.7% | +56.1% |
| All | +48.3% | -46.9% | +95.2% | +56.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NKE.
Daily Out/Under-Performance
Portfolio return minus NKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NKE 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 1y: compounded portfolio wealth divided by compounded NKE 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…
1y analysis · Full analysis span regression · 6 months rolling