+1,024.7%
XLE vs NKE
+985.9%
+38.9%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.6% |
| 7D | +2.2% | -2.0% | +4.2% | +2.8% |
| 30D | +11.8% | -8.6% | +20.4% | +14.7% |
| 3M | +9.8% | -11.0% | +20.9% | +13.0% |
| 6M | +15.6% | -33.2% | +48.8% | +28.8% |
| YTD | +45.3% | -38.1% | +83.4% | +65.4% |
| 1Y | +48.3% | -47.4% | +95.7% | +76.3% |
| 3Y | +55.4% | -59.8% | +115.2% | +92.5% |
| 5Y | +216.1% | -74.2% | +290.3% | +340.8% |
| 10Y | +178.4% | -23.5% | +201.9% | +164.5% |
| All | +1,024.7% | +985.9% | +38.9% | +434.7% |
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