+1,044.0%
C vs NKE
+6,443.5%
-5,399.5%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.3% |
| 7D | +4.2% | -1.6% | +5.7% | +4.8% |
| 30D | +2.0% | +7.6% | -5.6% | -1.4% |
| 3M | -10.1% | -6.9% | -3.2% | -7.9% |
| 6M | +1.0% | -8.5% | +9.5% | +3.4% |
| YTD | +8.5% | -38.8% | +47.3% | +30.8% |
| 1Y | +25.7% | -40.6% | +66.3% | +52.5% |
| 3Y | +216.0% | -60.9% | +276.9% | +333.0% |
| 5Y | +112.3% | -75.4% | +187.7% | +247.8% |
| 10Y | +217.8% | -13.5% | +231.3% | +188.8% |
| All | +1,044.0% | +6,443.5% | -5,399.5% | +121.4% |
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