+1,045.8%
C vs NKE
+6,500.3%
-5,454.4%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.5% | +2.0% |
| 7D | -0.4% | -5.4% | +4.9% | +1.9% |
| 30D | -5.3% | +8.4% | -13.7% | -8.8% |
| 3M | -8.0% | -6.3% | -1.7% | -6.0% |
| 6M | -0.3% | -7.8% | +7.6% | +1.8% |
| YTD | +8.6% | -38.3% | +46.9% | +30.6% |
| 1Y | +25.8% | -37.3% | +63.1% | +49.0% |
| 3Y | +221.2% | -61.3% | +282.4% | +342.0% |
| 5Y | +113.6% | -74.8% | +188.4% | +246.5% |
| 10Y | +218.3% | -12.7% | +231.0% | +188.2% |
| All | +1,045.8% | +6,500.3% | -5,454.4% | +121.0% |
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 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