-75.5%
NKE vs BB
-29.9%
-45.6%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.7% | +0.8% | -1.5% |
| 7D | -5.5% | -2.1% | -3.5% | -5.2% |
| 30D | -10.4% | -16.0% | +5.6% | -8.2% |
| 3M | -15.8% | -14.5% | -1.3% | -15.3% |
| 6M | -33.4% | +118.6% | -152.0% | -44.6% |
| YTD | -41.0% | +98.9% | -139.9% | -50.0% |
| 1Y | -49.1% | +99.5% | -148.5% | -57.1% |
| 3Y | -59.8% | +65.4% | -125.2% | -66.8% |
| 5Y | -75.5% | -27.6% | -47.8% | -77.3% |
| All | -75.5% | -29.9% | -45.6% | -77.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling