-75.5%
NKE vs ARWR
+26.4%
-101.8%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.1% | -2.0% |
| 7D | -5.5% | -4.3% | -1.2% | -5.0% |
| 30D | -10.4% | -7.3% | -3.2% | -9.6% |
| 3M | -15.8% | +17.0% | -32.8% | -18.2% |
| 6M | -33.4% | +39.8% | -73.2% | -37.1% |
| YTD | -41.0% | +24.7% | -65.7% | -43.6% |
| 1Y | -49.1% | +186.5% | -235.5% | -57.5% |
| 3Y | -59.8% | +176.8% | -236.6% | -69.0% |
| 5Y | -75.5% | +29.3% | -104.8% | -80.1% |
| All | -75.5% | +26.4% | -101.8% | -80.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling