+10.7%
NKE vs BABA
+16.4%
-5.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.7% |
| 7D | -5.4% | -3.6% | -1.8% | -4.7% |
| 30D | +8.4% | -8.4% | +16.8% | +10.3% |
| 3M | -6.3% | -20.6% | +14.3% | -1.9% |
| 6M | -7.8% | -25.4% | +17.6% | -2.8% |
| YTD | -38.3% | -30.1% | -8.2% | -34.3% |
| 1Y | -37.3% | -36.3% | -1.0% | -32.0% |
| 3Y | -61.3% | +30.4% | -91.6% | -65.8% |
| 5Y | -74.8% | -35.7% | -39.1% | -75.3% |
| 10Y | -12.7% | +16.0% | -28.7% | -27.5% |
| All | +10.7% | +16.4% | -5.6% | -13.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling