+9.0%
MSFT vs NKE
-33.0%
+41.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +5.2% | +1.5% | +6.0% |
| 7D | +4.7% | +9.0% | -4.3% | +3.6% |
| 30D | +5.8% | +19.2% | -13.4% | +3.6% |
| 3M | +13.0% | -1.5% | +14.5% | +12.9% |
| 6M | +34.9% | -4.2% | +39.1% | +35.1% |
| YTD | +15.7% | -34.8% | +50.4% | +15.2% |
| 1Y | +9.0% | -31.7% | +40.6% | +8.9% |
| All | +9.0% | -33.0% | +41.9% | +8.9% |
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