+227.7%
XLE vs NKE
-75.2%
+303.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.0% | +2.8% | +1.1% |
| 7D | +0.3% | -2.3% | +2.6% | +0.7% |
| 30D | +8.5% | -10.4% | +18.9% | +10.3% |
| 3M | +14.6% | -15.5% | +30.1% | +17.3% |
| 6M | +17.6% | -32.6% | +50.2% | +24.9% |
| YTD | +48.1% | -39.8% | +87.9% | +60.4% |
| 1Y | +53.8% | -47.6% | +101.4% | +70.3% |
| 3Y | +56.2% | -59.0% | +115.2% | +75.0% |
| 5Y | +227.7% | -74.9% | +302.7% | +297.4% |
| All | +227.7% | -75.2% | +303.0% | +297.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling