-40.6%
NKE vs ALL
+30.2%
-70.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.3% | +0.5% |
| 7D | -1.6% | +5.0% | -6.6% | -2.8% |
| 30D | +7.6% | +13.3% | -5.7% | +4.9% |
| 3M | -6.9% | +3.2% | -10.1% | -7.7% |
| 6M | -8.5% | +25.3% | -33.9% | -11.0% |
| YTD | -38.8% | +30.5% | -69.2% | -41.6% |
| 1Y | -40.6% | +29.2% | -69.8% | -43.0% |
| All | -40.6% | +30.2% | -70.7% | -43.0% |
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