+1,163.5%
C vs NKE
+6,514.1%
-5,350.5%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | +0.1% |
| 7D | +3.6% | -2.0% | +5.6% | +4.5% |
| 30D | +0.1% | -8.6% | +8.6% | +3.8% |
| 3M | +2.4% | -11.0% | +13.5% | +6.8% |
| 6M | +24.9% | -33.2% | +58.2% | +45.9% |
| YTD | +19.8% | -38.1% | +57.9% | +44.4% |
| 1Y | +44.9% | -47.4% | +92.2% | +85.1% |
| 3Y | +263.0% | -59.8% | +322.8% | +391.4% |
| 5Y | +129.5% | -74.2% | +203.8% | +267.9% |
| 10Y | +291.6% | -23.5% | +315.1% | +276.6% |
| All | +1,163.5% | +6,514.1% | -5,350.5% | +144.4% |
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