+6,057.0%
NKE vs B
+664.2%
+5,392.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.1% | +1.7% | -1.3% |
| 7D | -4.6% | -6.2% | +1.6% | -4.3% |
| 30D | +6.9% | -6.6% | +13.5% | +7.2% |
| 3M | -5.8% | -7.9% | +2.1% | -5.6% |
| 6M | -9.1% | -16.8% | +7.7% | -8.6% |
| YTD | -39.2% | -11.7% | -27.5% | -39.1% |
| 1Y | -39.2% | +3.5% | -42.7% | -39.6% |
| 3Y | -61.8% | +165.7% | -227.6% | -63.6% |
| 5Y | -75.5% | +108.4% | -183.9% | -76.5% |
| 10Y | -14.0% | +212.7% | -226.6% | -19.1% |
| All | +6,057.0% | +664.2% | +5,392.8% | +6,343.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling