+1,008.9%
BE vs NKE
-42.7%
+1,051.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -0.8% | +10.4% | +10.1% |
| 7D | +29.8% | -0.1% | +29.8% | +29.8% |
| 30D | +26.4% | -7.7% | +34.1% | +31.7% |
| 3M | +9.3% | -10.9% | +20.3% | +14.2% |
| 6M | +105.1% | -31.9% | +136.9% | +152.0% |
| YTD | +219.0% | -38.6% | +257.7% | +316.8% |
| 1Y | +418.8% | -46.9% | +465.7% | +630.3% |
| 3Y | +1,784.6% | -58.2% | +1,842.7% | +2,797.4% |
| 5Y | +1,251.0% | -74.0% | +1,325.0% | +3,107.9% |
| All | +1,008.9% | -42.7% | +1,051.6% | +1,083.9% |
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 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