-74.0%
NKE vs BABA
-31.3%
-42.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.7% |
| 7D | -0.1% | -0.2% | +0.1% | 0.0% |
| 30D | -7.7% | -12.3% | +4.6% | -5.6% |
| 3M | -10.9% | -5.3% | -5.6% | -10.4% |
| 6M | -31.9% | -13.1% | -18.8% | -30.6% |
| YTD | -38.6% | -22.4% | -16.2% | -36.3% |
| 1Y | -46.9% | -19.5% | -27.4% | -45.6% |
| 3Y | -58.2% | +32.9% | -91.1% | -62.5% |
| 5Y | -74.0% | -29.9% | -44.1% | -76.7% |
| All | -74.0% | -31.3% | -42.7% | -76.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling