-49.1%
NKE vs ALL
+28.5%
-77.7%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.2% | -1.8% |
| 7D | -5.5% | -4.3% | -1.2% | -4.9% |
| 30D | -10.4% | -3.6% | -6.9% | -9.9% |
| 3M | -15.8% | +13.2% | -29.0% | -16.3% |
| 6M | -33.4% | +22.5% | -55.9% | -34.6% |
| YTD | -41.0% | +22.7% | -63.7% | -42.3% |
| All | -49.1% | +28.5% | -77.7% | -50.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling