+6,148.3%
NKE vs BA
+1,537.0%
+4,611.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -1.1% |
| 7D | -5.4% | -1.4% | -4.0% | -5.0% |
| 30D | +8.4% | -7.9% | +16.3% | +11.0% |
| 3M | -6.3% | -25.2% | +18.9% | +2.1% |
| 6M | -7.8% | -26.7% | +18.9% | +0.6% |
| YTD | -38.3% | -19.6% | -18.7% | -35.0% |
| 1Y | -37.3% | -10.6% | -26.7% | -36.5% |
| 3Y | -61.3% | -11.2% | -50.0% | -61.7% |
| 5Y | -74.8% | -20.4% | -54.4% | -74.9% |
| 10Y | -12.7% | +26.8% | -39.5% | -34.6% |
| All | +6,148.3% | +1,537.0% | +4,611.2% | +1,722.7% |
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 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