+3,644.7%
NKE vs ARWR
-97.1%
+3,741.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.8% |
| 7D | -0.1% | +2.9% | -2.9% | -0.1% |
| 30D | -7.7% | -2.9% | -4.8% | -7.6% |
| 3M | -10.9% | +15.2% | -26.2% | -11.0% |
| 6M | -31.9% | +42.3% | -74.1% | -32.1% |
| YTD | -38.6% | +28.2% | -66.8% | -38.8% |
| 1Y | -46.9% | +213.2% | -260.2% | -47.4% |
| 3Y | -58.2% | +184.6% | -242.8% | -58.6% |
| 5Y | -74.0% | +29.2% | -103.3% | -74.2% |
| 10Y | -21.6% | +1,012.5% | -1,034.1% | -23.5% |
| All | +3,644.7% | -97.1% | +3,741.8% | +3,028.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling