+2,291.4%
NKE vs ALL
+3,667.9%
-1,376.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.4% | -0.5% |
| 7D | -2.0% | 0.0% | -2.0% | -2.0% |
| 30D | -8.6% | -1.5% | -7.1% | -8.2% |
| 3M | -11.0% | +23.6% | -34.7% | -17.1% |
| 6M | -33.2% | +22.3% | -55.6% | -37.7% |
| YTD | -38.1% | +26.5% | -64.7% | -43.0% |
| 1Y | -47.4% | +27.0% | -74.4% | -51.7% |
| 3Y | -59.8% | +149.6% | -209.4% | -71.0% |
| 5Y | -74.2% | +118.1% | -192.3% | -80.9% |
| 10Y | -23.5% | +369.0% | -392.4% | -55.9% |
| All | +2,291.4% | +3,667.9% | -1,376.5% | +645.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling