+192.9%
XOM vs NKE
-22.6%
+215.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.3% |
| 7D | +4.1% | -4.2% | +8.3% | +5.2% |
| 30D | +4.6% | -8.2% | +12.8% | +6.7% |
| 3M | +14.0% | -19.1% | +33.0% | +19.6% |
| 6M | +11.0% | -32.6% | +43.6% | +21.4% |
| YTD | +40.7% | -40.7% | +81.4% | +58.9% |
| 1Y | +52.3% | -48.9% | +101.2% | +78.0% |
| 3Y | +60.5% | -59.2% | +119.7% | +91.8% |
| 5Y | +266.4% | -75.3% | +341.8% | +411.1% |
| All | +192.9% | -22.6% | +215.5% | +166.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling