-24.0%
NKE vs BB
+1.6%
-25.6%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | +0.3% |
| 7D | -4.2% | -0.4% | -3.8% | -4.1% |
| 30D | -8.2% | -12.5% | +4.3% | -7.0% |
| 3M | -19.1% | -17.4% | -1.6% | -18.3% |
| 6M | -32.6% | +119.1% | -151.8% | -40.1% |
| YTD | -40.7% | +102.4% | -143.1% | -46.8% |
| 1Y | -48.9% | +98.2% | -147.0% | -54.1% |
| 3Y | -59.2% | +46.9% | -106.2% | -63.4% |
| 5Y | -75.3% | -26.4% | -49.0% | -77.0% |
| All | -24.0% | +1.6% | -25.6% | -43.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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