+60.5%
XOM vs NKE
-59.9%
+120.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.4% |
| 7D | +4.1% | -4.2% | +8.3% | +4.4% |
| 30D | +4.6% | -8.2% | +12.8% | +5.1% |
| 3M | +14.0% | -19.1% | +33.0% | +15.5% |
| 6M | +11.0% | -32.6% | +43.6% | +14.5% |
| YTD | +40.7% | -40.7% | +81.4% | +46.7% |
| 1Y | +52.3% | -48.9% | +101.2% | +60.8% |
| 3Y | +60.5% | -59.2% | +119.7% | +67.2% |
| All | +60.5% | -59.9% | +120.3% | +67.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling