-37.3%
NKE vs BABA
-37.8%
+0.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.8% |
| 7D | -5.4% | -3.6% | -1.8% | -5.0% |
| 30D | +8.4% | -8.4% | +16.8% | +9.3% |
| 3M | -6.3% | -20.6% | +14.3% | -4.2% |
| 6M | -7.8% | -25.4% | +17.6% | -5.0% |
| YTD | -38.3% | -30.1% | -8.2% | -36.4% |
| 1Y | -37.3% | -36.3% | -1.0% | -34.9% |
| All | -37.3% | -37.8% | +0.4% | -34.9% |
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