+47.7%
XLE vs NKE
-40.3%
+88.0%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +1.0% |
| 7D | +5.4% | -1.6% | +7.0% | +5.4% |
| 30D | -3.9% | +7.6% | -11.6% | -3.8% |
| 3M | +7.0% | -6.9% | +13.9% | +6.9% |
| 6M | +14.2% | -8.5% | +22.7% | +13.8% |
| YTD | +48.2% | -38.8% | +87.0% | +53.3% |
| 1Y | +47.7% | -40.6% | +88.3% | +53.2% |
| All | +47.7% | -40.3% | +88.0% | +53.2% |
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