-74.7%
NKE vs BBY
+1.5%
-76.3%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.1% | -2.6% | -0.8% |
| 7D | -4.2% | +0.6% | -4.8% | -4.4% |
| 30D | -8.2% | +9.4% | -17.6% | -11.9% |
| 3M | -19.1% | +19.3% | -38.4% | -25.5% |
| 6M | -32.6% | +47.9% | -80.5% | -44.1% |
| YTD | -40.7% | +39.6% | -80.3% | -49.7% |
| 1Y | -48.9% | +22.2% | -71.0% | -54.2% |
| 3Y | -59.2% | +45.0% | -104.2% | -67.8% |
| All | -74.7% | +1.5% | -76.3% | -79.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling