+132.0%
C vs NKE
-75.2%
+207.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.0% | +2.7% | +1.3% |
| 7D | +2.6% | -2.3% | +4.9% | +3.2% |
| 30D | +1.9% | -10.4% | +12.3% | +4.7% |
| 3M | +2.8% | -15.5% | +18.3% | +7.0% |
| 6M | +30.6% | -32.6% | +63.2% | +43.6% |
| YTD | +19.9% | -39.8% | +59.7% | +36.0% |
| 1Y | +44.6% | -47.6% | +92.1% | +69.5% |
| 3Y | +272.1% | -59.0% | +331.1% | +345.4% |
| 5Y | +132.0% | -74.9% | +206.9% | +200.8% |
| All | +132.0% | -75.2% | +207.2% | +200.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling