-39.2%
NKE vs B
+7.9%
-47.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.1% | +1.7% | -1.2% |
| 7D | -4.6% | -6.2% | +1.6% | -4.1% |
| 30D | +6.9% | -6.6% | +13.5% | +7.2% |
| 3M | -5.8% | -7.9% | +2.1% | -5.5% |
| 6M | -9.1% | -16.8% | +7.7% | -8.7% |
| YTD | -39.2% | -11.7% | -27.5% | -38.5% |
| 1Y | -39.2% | +3.5% | -42.7% | -39.8% |
| All | -39.2% | +7.9% | -47.1% | -39.8% |
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