+705.0%
NKE vs BG
+1,192.5%
-487.5%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.9% | -2.8% | -2.1% |
| 7D | -5.5% | +3.7% | -9.3% | -6.3% |
| 30D | -10.4% | +12.3% | -22.8% | -12.8% |
| 3M | -15.8% | -2.2% | -13.6% | -15.8% |
| 6M | -33.4% | +5.3% | -38.7% | -34.7% |
| YTD | -41.0% | +42.4% | -83.4% | -46.0% |
| 1Y | -49.1% | +55.2% | -104.2% | -54.4% |
| 3Y | -59.8% | +21.0% | -80.8% | -62.5% |
| 5Y | -75.5% | +87.1% | -162.6% | -79.6% |
| 10Y | -23.5% | +169.8% | -193.3% | -44.0% |
| All | +705.0% | +1,192.5% | -487.5% | +386.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling