-75.3%
NKE vs ALL
+161.6%
-237.0%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.3% | +0.5% |
| 7D | -1.6% | +5.0% | -6.6% | -2.9% |
| 30D | +7.6% | +13.3% | -5.7% | +4.2% |
| 3M | -6.9% | +3.2% | -10.1% | -7.7% |
| 6M | -8.5% | +25.3% | -33.9% | -14.0% |
| YTD | -38.8% | +30.5% | -69.2% | -43.2% |
| 1Y | -40.6% | +29.2% | -69.8% | -44.7% |
| 3Y | -60.9% | +119.1% | -180.0% | -70.3% |
| All | -75.3% | +161.6% | -237.0% | -82.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling