-58.6%
NKE vs ALL
+151.8%
-210.5%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -2.3% | -2.2% | -0.1% | -2.0% |
| 30D | -10.4% | -5.6% | -4.8% | -9.7% |
| 3M | -15.5% | +17.2% | -32.7% | -16.8% |
| 6M | -32.6% | +23.2% | -55.9% | -34.2% |
| YTD | -39.8% | +23.6% | -63.4% | -41.3% |
| 1Y | -47.6% | +29.2% | -76.7% | -49.2% |
| All | -58.6% | +151.8% | -210.5% | -61.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling