+26.0%
C vs NKE
-33.0%
+59.0%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.2% | -3.6% | +1.0% |
| 7D | +1.1% | +9.0% | -7.9% | 0.0% |
| 30D | -2.4% | +19.2% | -21.7% | -4.5% |
| 3M | -8.4% | -1.5% | -6.9% | -8.3% |
| 6M | +0.3% | -4.2% | +4.5% | +0.4% |
| YTD | +9.1% | -34.8% | +43.9% | +15.6% |
| 1Y | +26.0% | -31.7% | +57.7% | +31.7% |
| All | +26.0% | -33.0% | +59.0% | +31.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling