+796.8%
NKE vs A
+442.2%
+354.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.7% | +1.9% | -0.1% |
| 7D | -0.1% | -2.1% | +2.0% | +0.4% |
| 30D | -7.7% | +0.6% | -8.3% | -7.9% |
| 3M | -10.9% | +10.9% | -21.8% | -13.4% |
| 6M | -31.9% | +28.2% | -60.0% | -36.2% |
| YTD | -38.6% | +8.6% | -47.2% | -40.3% |
| 1Y | -46.9% | +15.5% | -62.5% | -49.2% |
| 3Y | -58.2% | +31.8% | -90.0% | -61.6% |
| 5Y | -74.0% | -14.9% | -59.1% | -73.7% |
| 10Y | -21.6% | +237.8% | -259.4% | -40.7% |
| All | +796.8% | +442.2% | +354.6% | +385.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling