-24.0%
NKE vs ARWR
+1,081.9%
-1,105.9%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | -4.2% | -4.0% | -0.1% | -3.8% |
| 30D | -8.2% | -5.0% | -3.2% | -7.8% |
| 3M | -19.1% | +11.3% | -30.4% | -20.3% |
| 6M | -32.6% | +42.6% | -75.2% | -35.5% |
| YTD | -40.7% | +24.8% | -65.5% | -42.6% |
| 1Y | -48.9% | +178.8% | -227.6% | -54.7% |
| 3Y | -59.2% | +183.3% | -242.6% | -65.7% |
| 5Y | -75.3% | +29.5% | -104.8% | -78.3% |
| All | -24.0% | +1,081.9% | -1,105.9% | -42.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 10y: compounded portfolio wealth divided by compounded ARWR 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…
10y analysis · Full analysis span regression · 6 months rolling