+54.9%
XLE vs NKE
-58.4%
+113.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.2% |
| 7D | 0.0% | -0.1% | +0.1% | 0.0% |
| 30D | +12.6% | -7.7% | +20.3% | +13.5% |
| 3M | +11.8% | -10.9% | +22.8% | +12.9% |
| 6M | +16.1% | -31.9% | +47.9% | +21.0% |
| YTD | +46.9% | -38.6% | +85.5% | +55.1% |
| 1Y | +53.3% | -46.9% | +100.2% | +64.7% |
| 3Y | +54.9% | -58.2% | +113.1% | +62.1% |
| All | +54.9% | -58.4% | +113.3% | +62.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling