-31.7%
NKE vs BIL
+3.0%
-34.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | 0.0% | +5.2% | +5.2% |
| 7D | +9.0% | -0.3% | +9.3% | +8.2% |
| 30D | +19.2% | 0.0% | +19.3% | +18.5% |
| 3M | -1.5% | +0.3% | -1.8% | +0.8% |
| 6M | -4.2% | +1.2% | -5.4% | +17.6% |
| YTD | -34.8% | +2.4% | -37.2% | +9.0% |
| 1Y | -31.7% | +3.0% | -34.7% | +59.3% |
| All | -31.7% | +3.0% | -34.7% | +59.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BIL.
Daily Out/Under-Performance
Portfolio return minus BIL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIL 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 BIL 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