+1,047.3%
XLE vs NKE
+974.3%
+73.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.8% |
| 7D | +5.4% | -1.6% | +7.0% | +5.9% |
| 30D | -3.9% | +7.6% | -11.6% | -6.4% |
| 3M | +7.0% | -6.9% | +13.9% | +8.7% |
| 6M | +14.2% | -8.5% | +22.7% | +15.7% |
| YTD | +48.2% | -38.8% | +87.0% | +68.5% |
| 1Y | +47.7% | -40.6% | +88.3% | +68.7% |
| 3Y | +70.0% | -60.9% | +130.9% | +112.2% |
| 5Y | +169.1% | -75.4% | +244.5% | +280.4% |
| 10Y | +180.7% | -13.5% | +194.2% | +156.0% |
| All | +1,047.3% | +974.3% | +73.1% | +444.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling