-24.0%
NKE vs ALL
+365.1%
-389.1%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.2% |
| 7D | -4.2% | -2.3% | -1.9% | -3.3% |
| 30D | -8.2% | -0.4% | -7.8% | -8.0% |
| 3M | -19.1% | +16.0% | -35.1% | -23.7% |
| 6M | -32.6% | +24.6% | -57.2% | -38.4% |
| YTD | -40.7% | +23.7% | -64.4% | -45.8% |
| 1Y | -48.9% | +27.7% | -76.6% | -54.0% |
| 3Y | -59.2% | +150.2% | -209.5% | -73.7% |
| 5Y | -75.3% | +117.1% | -192.4% | -83.4% |
| All | -24.0% | +365.1% | -389.1% | -63.0% |
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