-24.0%
NKE vs B
+210.7%
-234.7%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.5% |
| 7D | -4.2% | -2.4% | -1.8% | -4.0% |
| 30D | -8.2% | +6.3% | -14.5% | -8.7% |
| 3M | -19.1% | +12.1% | -31.2% | -20.0% |
| 6M | -32.6% | -3.1% | -29.5% | -32.8% |
| YTD | -40.7% | +2.0% | -42.7% | -41.2% |
| 1Y | -48.9% | +51.7% | -100.5% | -51.1% |
| 3Y | -59.2% | +190.5% | -249.7% | -63.6% |
| 5Y | -75.3% | +158.0% | -233.3% | -78.0% |
| All | -24.0% | +210.7% | -234.7% | -33.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling