-37.3%
NKE vs BA
-10.4%
-26.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -1.0% |
| 7D | -5.4% | -1.4% | -4.0% | -5.2% |
| 30D | +8.4% | -7.9% | +16.3% | +9.2% |
| 3M | -6.3% | -25.2% | +18.9% | -3.2% |
| 6M | -7.8% | -26.7% | +18.9% | -5.7% |
| YTD | -38.3% | -19.6% | -18.7% | -35.4% |
| 1Y | -37.3% | -10.6% | -26.7% | -33.7% |
| All | -37.3% | -10.4% | -26.9% | -33.7% |
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