-48.9%
NKE vs BA
-7.7%
-41.2%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.8% | -2.3% | +0.1% |
| 7D | -4.2% | -0.8% | -3.3% | -4.0% |
| 30D | -8.2% | -9.0% | +0.8% | -6.9% |
| 3M | -19.1% | -5.0% | -14.0% | -18.6% |
| 6M | -32.6% | -1.7% | -30.9% | -32.2% |
| YTD | -40.7% | -3.1% | -37.6% | -40.0% |
| 1Y | -48.9% | -4.3% | -44.5% | -47.3% |
| All | -48.9% | -7.7% | -41.2% | -47.3% |
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