+358.3%
DELL vs NKE
-48.9%
+407.2%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +0.5% | +11.5% | +12.0% |
| 7D | +8.2% | -4.2% | +12.4% | +8.2% |
| 30D | +17.1% | -8.2% | +25.3% | +17.0% |
| 3M | +45.2% | -19.1% | +64.2% | +46.2% |
| 6M | +286.8% | -32.6% | +319.4% | +298.4% |
| YTD | +354.8% | -40.7% | +395.5% | +380.2% |
| 1Y | +358.3% | -48.9% | +407.1% | +438.1% |
| All | +358.3% | -48.9% | +407.2% | +438.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling