-47.4%
NKE vs BG
+50.1%
-97.4%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.9% |
| 7D | -2.0% | +2.8% | -4.8% | -2.1% |
| 30D | -8.6% | +12.0% | -20.6% | -8.9% |
| 3M | -11.0% | -7.7% | -3.3% | -10.3% |
| 6M | -33.2% | +4.5% | -37.7% | -34.2% |
| YTD | -38.1% | +35.7% | -73.8% | -42.4% |
| 1Y | -47.4% | +50.1% | -97.4% | -51.2% |
| All | -47.4% | +50.1% | -97.4% | -51.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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