-75.5%
NKE vs A
-16.6%
-58.9%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.8% | -1.4% |
| 7D | -5.5% | -4.6% | -1.0% | -3.5% |
| 30D | -10.4% | -4.3% | -6.2% | -8.8% |
| 3M | -15.8% | +8.9% | -24.8% | -19.6% |
| 6M | -33.4% | +24.5% | -57.9% | -40.8% |
| YTD | -41.0% | +5.8% | -46.8% | -43.4% |
| 1Y | -49.1% | +16.2% | -65.3% | -53.5% |
| 3Y | -59.8% | +28.5% | -88.3% | -67.0% |
| 5Y | -75.5% | -16.3% | -59.1% | -76.0% |
| All | -75.5% | -16.6% | -58.9% | -76.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling