+291.5%
C vs NKE
-23.0%
+314.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.5% | +1.3% |
| 7D | +0.3% | -5.5% | +5.8% | +2.6% |
| 30D | +2.0% | -10.4% | +12.4% | +6.4% |
| 3M | +4.4% | -15.8% | +20.2% | +11.1% |
| 6M | +28.3% | -33.4% | +61.8% | +49.1% |
| YTD | +20.5% | -41.0% | +61.5% | +47.2% |
| 1Y | +45.5% | -49.1% | +94.6% | +87.3% |
| 3Y | +274.0% | -59.8% | +333.8% | +401.5% |
| 5Y | +136.1% | -75.5% | +211.6% | +301.1% |
| All | +291.5% | -23.0% | +314.5% | +276.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling