-75.5%
NKE vs ALL
+113.6%
-189.0%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.2% | -1.8% |
| 7D | -5.5% | -4.3% | -1.2% | -4.5% |
| 30D | -10.4% | -3.6% | -6.9% | -9.6% |
| 3M | -15.8% | +13.2% | -29.0% | -18.4% |
| 6M | -33.4% | +22.5% | -55.9% | -36.9% |
| YTD | -41.0% | +22.7% | -63.7% | -44.2% |
| 1Y | -49.1% | +28.3% | -77.4% | -52.5% |
| 3Y | -59.8% | +152.0% | -211.8% | -70.8% |
| 5Y | -75.5% | +115.4% | -190.9% | -81.2% |
| All | -75.5% | +113.6% | -189.0% | -81.2% |
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