-48.9%
NKE vs ARWR
+188.7%
-237.5%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | -4.2% | -4.0% | -0.1% | -3.9% |
| 30D | -8.2% | -5.0% | -3.2% | -8.0% |
| 3M | -19.1% | +11.3% | -30.4% | -20.1% |
| 6M | -32.6% | +42.6% | -75.2% | -35.2% |
| YTD | -40.7% | +24.8% | -65.5% | -42.6% |
| 1Y | -48.9% | +178.8% | -227.6% | -56.1% |
| All | -48.9% | +188.7% | -237.5% | -56.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling