+267.1%
DELL vs NKE
-31.7%
+298.7%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.2% | -0.1% |
| 7D | +8.7% | -2.3% | +11.1% | +8.2% |
| 30D | +16.9% | -10.4% | +27.3% | +14.6% |
| 3M | +40.4% | -15.5% | +55.9% | +37.7% |
| 6M | +267.1% | -32.6% | +299.7% | +255.8% |
| All | +267.1% | -31.7% | +298.7% | +255.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling