+790.2%
NKE vs BB
+266.8%
+523.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.2% | -3.0% | -1.0% |
| 7D | -0.1% | +0.5% | -0.6% | -0.1% |
| 30D | -7.7% | -12.4% | +4.7% | -6.6% |
| 3M | -10.9% | -15.3% | +4.4% | -10.4% |
| 6M | -31.9% | +128.8% | -160.6% | -38.2% |
| YTD | -38.6% | +107.7% | -146.3% | -43.8% |
| 1Y | -46.9% | +103.9% | -150.8% | -51.4% |
| 3Y | -58.2% | +72.6% | -130.8% | -62.2% |
| 5Y | -74.0% | -24.3% | -49.8% | -75.1% |
| 10Y | -21.6% | +3.1% | -24.7% | -33.6% |
| All | +790.2% | +266.8% | +523.5% | +538.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling