-31.7%
NKE vs BABA
-34.7%
+3.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +4.9% | +0.3% | +4.7% |
| 7D | +9.0% | +4.3% | +4.7% | +8.4% |
| 30D | +19.2% | -5.0% | +24.2% | +19.7% |
| 3M | -1.5% | -18.4% | +16.9% | +0.4% |
| 6M | -4.2% | -20.3% | +16.1% | -2.3% |
| YTD | -34.8% | -27.5% | -7.3% | -33.2% |
| 1Y | -31.7% | -35.3% | +3.6% | -30.1% |
| All | -31.7% | -34.7% | +3.0% | -30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BABA.
Daily Out/Under-Performance
Portfolio return minus BABA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BABA 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 BABA 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