+6,402.6%
NKE vs BA
+1,516.8%
+4,885.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.6% | +3.9% | +3.5% |
| 7D | +1.9% | -1.7% | +3.7% | +2.5% |
| 30D | +14.9% | -9.5% | +24.3% | +18.2% |
| 3M | -3.4% | -26.5% | +23.1% | +5.8% |
| 6M | -7.9% | -27.4% | +19.5% | +0.8% |
| YTD | -35.8% | -20.6% | -15.1% | -32.1% |
| 1Y | -32.6% | -11.4% | -21.1% | -31.5% |
| 3Y | -60.0% | -10.8% | -49.2% | -60.6% |
| 5Y | -74.9% | -21.9% | -52.9% | -74.8% |
| 10Y | -9.8% | +28.1% | -37.9% | -32.7% |
| All | +6,402.6% | +1,516.8% | +4,885.9% | +1,804.4% |
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