-12.5%
NKE vs ALL
+377.9%
-390.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.3% | +0.5% |
| 7D | -1.6% | +5.0% | -6.6% | -3.5% |
| 30D | +7.6% | +13.3% | -5.7% | +2.6% |
| 3M | -6.9% | +3.2% | -10.1% | -8.1% |
| 6M | -8.5% | +25.3% | -33.9% | -16.7% |
| YTD | -38.8% | +30.5% | -69.2% | -45.3% |
| 1Y | -40.6% | +29.2% | -69.8% | -46.7% |
| 3Y | -60.9% | +119.1% | -180.0% | -73.1% |
| 5Y | -75.4% | +162.6% | -238.0% | -84.9% |
| All | -12.5% | +377.9% | -390.4% | -57.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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