-58.6%
NKE vs ARWR
+173.2%
-231.8%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.9% | +0.9% | -1.7% |
| 7D | -2.3% | -3.2% | +0.9% | -2.1% |
| 30D | -10.4% | -6.5% | -3.9% | -9.9% |
| 3M | -15.5% | +12.7% | -28.1% | -16.6% |
| 6M | -32.6% | +36.2% | -68.8% | -34.8% |
| YTD | -39.8% | +24.5% | -64.3% | -41.4% |
| 1Y | -47.6% | +198.0% | -245.6% | -52.9% |
| All | -58.6% | +173.2% | -231.8% | -65.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling