-31.7%
NKE vs BA
-12.3%
-19.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.1% | +3.1% | +5.0% |
| 7D | +9.0% | +5.9% | +3.1% | +8.3% |
| 30D | +19.2% | -8.2% | +27.4% | +20.1% |
| 3M | -1.5% | -25.4% | +23.9% | +1.8% |
| 6M | -4.2% | -20.0% | +15.8% | -2.2% |
| YTD | -34.8% | -18.5% | -16.3% | -31.8% |
| 1Y | -31.7% | -10.6% | -21.1% | -28.1% |
| All | -31.7% | -12.3% | -19.4% | -28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BA.
Daily Out/Under-Performance
Portfolio return minus BA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BA 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 BA 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