+11,024.8%
JPM vs NKE
+6,462.4%
+4,562.4%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.1% |
| 7D | -0.4% | -0.1% | -0.4% | -0.4% |
| 30D | -1.1% | -7.7% | +6.5% | +1.6% |
| 3M | +14.1% | -10.9% | +25.1% | +18.1% |
| 6M | +23.3% | -31.9% | +55.2% | +39.3% |
| YTD | +11.3% | -38.6% | +49.9% | +30.4% |
| 1Y | +23.0% | -46.9% | +69.9% | +50.5% |
| 3Y | +162.6% | -58.2% | +220.7% | +232.3% |
| 5Y | +152.8% | -74.0% | +226.8% | +273.0% |
| 10Y | +583.6% | -21.6% | +605.2% | +542.0% |
| All | +11,024.8% | +6,462.4% | +4,562.4% | +2,391.3% |
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