+1,458.7%
DIS vs NKE
+6,514.1%
-5,055.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.8% | -1.4% |
| 7D | -2.6% | -2.0% | -0.6% | -1.9% |
| 30D | +3.5% | -8.6% | +12.1% | +6.5% |
| 3M | +6.8% | -11.0% | +17.9% | +10.7% |
| 6M | +3.0% | -33.2% | +36.2% | +16.4% |
| YTD | -6.7% | -38.1% | +31.4% | +8.0% |
| 1Y | -10.1% | -47.4% | +37.3% | +8.9% |
| 3Y | +33.0% | -59.8% | +92.8% | +69.8% |
| 5Y | -40.0% | -74.2% | +34.2% | -12.7% |
| 10Y | +21.1% | -23.5% | +44.5% | +22.5% |
| All | +1,458.7% | +6,514.1% | -5,055.3% | +313.0% |
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