-47.4%
NKE vs B
+70.0%
-117.3%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.3% | -0.9% |
| 7D | -2.0% | -1.6% | -0.4% | -1.9% |
| 30D | -8.6% | +9.4% | -18.0% | -9.0% |
| 3M | -11.0% | +5.0% | -16.0% | -11.4% |
| 6M | -33.2% | -3.5% | -29.7% | -33.3% |
| YTD | -38.1% | +4.5% | -42.6% | -38.4% |
| 1Y | -47.4% | +67.8% | -115.1% | -48.3% |
| All | -47.4% | +70.0% | -117.3% | -48.3% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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