+52.6%
XOM vs NKE
-33.0%
+85.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +5.2% | -9.8% | -4.4% |
| 7D | -7.0% | +9.0% | -16.0% | -6.7% |
| 30D | +3.2% | +19.2% | -16.0% | +3.6% |
| 3M | +10.7% | -1.5% | +12.1% | +10.9% |
| 6M | +11.6% | -4.2% | +15.8% | +11.6% |
| YTD | +43.5% | -34.8% | +78.2% | +47.7% |
| 1Y | +52.6% | -31.7% | +84.3% | +57.4% |
| All | +52.6% | -33.0% | +85.6% | +57.4% |
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 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