-24.0%
NKE vs A
+256.4%
-280.4%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.7% | -2.2% | -0.8% |
| 7D | -4.2% | -2.6% | -1.6% | -3.0% |
| 30D | -8.2% | -0.9% | -7.3% | -8.0% |
| 3M | -19.1% | +13.6% | -32.7% | -24.4% |
| 6M | -32.6% | +27.8% | -60.5% | -41.2% |
| YTD | -40.7% | +8.6% | -49.3% | -44.0% |
| 1Y | -48.9% | +16.9% | -65.7% | -53.6% |
| 3Y | -59.2% | +32.9% | -92.1% | -66.8% |
| 5Y | -75.3% | -14.1% | -61.2% | -75.2% |
| All | -24.0% | +256.4% | -280.4% | -58.3% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 10y: compounded portfolio wealth divided by compounded A 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…
10y analysis · Full analysis span regression · 6 months rolling