+4,419.1%
XOM vs NKE
+6,207.5%
-1,788.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.0% | +2.6% | +1.0% |
| 7D | +1.9% | -5.5% | +7.4% | +3.1% |
| 30D | +4.1% | -10.4% | +14.5% | +6.4% |
| 3M | +10.4% | -15.8% | +26.2% | +14.1% |
| 6M | +13.0% | -33.4% | +46.4% | +22.2% |
| YTD | +40.1% | -41.0% | +81.1% | +55.2% |
| 1Y | +51.1% | -49.1% | +100.2% | +72.0% |
| 3Y | +57.7% | -59.8% | +117.5% | +83.4% |
| 5Y | +264.7% | -75.5% | +340.2% | +364.9% |
| 10Y | +193.1% | -23.5% | +216.5% | +186.3% |
| All | +4,419.1% | +6,207.5% | -1,788.4% | +2,007.5% |
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