-32.6%
NKE vs BEN
+36.2%
-68.8%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.4% | -1.6% |
| 7D | -2.3% | +3.4% | -5.7% | -3.1% |
| 30D | -10.4% | +1.8% | -12.2% | -10.8% |
| 3M | -15.5% | +8.4% | -23.8% | -17.8% |
| 6M | -32.6% | +35.6% | -68.3% | -41.4% |
| All | -32.6% | +36.2% | -68.8% | -41.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 6mo: compounded portfolio wealth divided by compounded BEN 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…
6mo analysis · Full analysis span regression · 6 months rolling