+49.1%
MSFT vs NKE
-60.1%
+109.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.1% | +0.4% |
| 7D | -3.5% | -5.5% | +2.1% | -2.8% |
| 30D | -2.1% | -10.4% | +8.4% | -0.8% |
| 3M | +24.2% | -15.8% | +40.0% | +26.6% |
| 6M | +21.9% | -33.4% | +55.3% | +27.1% |
| YTD | +2.5% | -41.0% | +43.5% | +8.1% |
| 1Y | -0.8% | -49.1% | +48.3% | +6.3% |
| All | +49.1% | -60.1% | +109.2% | +52.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling