-48.9%
NKE vs BBY
+24.8%
-73.7%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.1% | -2.6% | -0.5% |
| 7D | -4.2% | +0.6% | -4.8% | -4.4% |
| 30D | -8.2% | +9.4% | -17.6% | -10.9% |
| 3M | -19.1% | +19.3% | -38.4% | -24.0% |
| 6M | -32.6% | +47.9% | -80.5% | -41.8% |
| YTD | -40.7% | +39.6% | -80.3% | -47.5% |
| 1Y | -48.9% | +22.2% | -71.0% | -52.0% |
| All | -48.9% | +24.8% | -73.7% | -52.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 1y: compounded portfolio wealth divided by compounded BBY 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…
1y analysis · Full analysis span regression · 6 months rolling