-21.9%
NKE vs BABA
+14.2%
-36.1%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.9% | +0.9% | -1.3% |
| 7D | -2.3% | -2.2% | -0.2% | -1.9% |
| 30D | -10.4% | -17.3% | +7.0% | -6.7% |
| 3M | -15.5% | -7.8% | -7.7% | -14.4% |
| 6M | -32.6% | -16.8% | -15.9% | -30.5% |
| YTD | -39.8% | -24.7% | -15.1% | -36.8% |
| 1Y | -47.6% | -24.9% | -22.6% | -45.2% |
| 3Y | -59.0% | +29.1% | -88.1% | -63.7% |
| 5Y | -74.9% | -30.5% | -44.4% | -75.7% |
| 10Y | -21.9% | +16.7% | -38.6% | -34.7% |
| All | -21.9% | +14.2% | -36.1% | -34.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling