+6,161.3%
NKE vs BA
+1,890.7%
+4,270.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.2% |
| 7D | -2.0% | +1.2% | -3.2% | -2.4% |
| 30D | -8.6% | -11.6% | +3.1% | -5.0% |
| 3M | -11.0% | -2.4% | -8.7% | -10.7% |
| 6M | -33.2% | -6.6% | -26.6% | -32.5% |
| YTD | -38.1% | -2.2% | -35.9% | -38.4% |
| 1Y | -47.4% | -8.0% | -39.3% | -46.9% |
| 3Y | -59.8% | -5.0% | -54.8% | -60.9% |
| 5Y | -74.2% | -2.7% | -71.5% | -75.8% |
| 10Y | -23.5% | +75.9% | -99.3% | -48.2% |
| All | +6,161.3% | +1,890.7% | +4,270.6% | +1,626.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling