+136.4%
BAC vs NKE
-59.3%
+195.7%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.0% | +2.4% | +0.7% |
| 7D | +0.6% | -2.3% | +3.0% | +1.0% |
| 30D | -1.4% | -10.4% | +9.0% | +0.2% |
| 3M | +15.7% | -15.5% | +31.2% | +18.4% |
| 6M | +32.2% | -32.6% | +64.8% | +39.6% |
| YTD | +15.8% | -39.8% | +55.6% | +24.6% |
| 1Y | +27.3% | -47.6% | +74.9% | +39.7% |
| All | +136.4% | -59.3% | +195.7% | +147.9% |
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