+177.8%
XLE vs NKE
-22.6%
+200.4%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.2% |
| 7D | +1.7% | -4.2% | +5.9% | +2.9% |
| 30D | +6.7% | -8.2% | +14.9% | +9.3% |
| 3M | +14.9% | -19.1% | +33.9% | +21.6% |
| 6M | +15.9% | -32.6% | +48.5% | +28.7% |
| YTD | +47.7% | -40.7% | +88.4% | +70.3% |
| 1Y | +50.7% | -48.9% | +99.6% | +81.1% |
| 3Y | +57.9% | -59.2% | +117.1% | +94.7% |
| 5Y | +227.0% | -75.3% | +302.4% | +383.3% |
| All | +177.8% | -22.6% | +200.4% | +152.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling