-24.4%
NKE vs BIL
+25.2%
-49.6%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -1.9% |
| 7D | -5.5% | +0.1% | -5.6% | -5.4% |
| 30D | -10.4% | +0.3% | -10.7% | -9.6% |
| 3M | -15.8% | +0.9% | -16.7% | -13.3% |
| 6M | -33.4% | +1.8% | -35.2% | -29.2% |
| YTD | -41.0% | +2.5% | -43.5% | -36.1% |
| 1Y | -49.1% | +3.7% | -52.7% | -43.0% |
| 3Y | -59.8% | +14.1% | -73.9% | -42.7% |
| 5Y | -75.5% | +19.4% | -94.9% | -64.4% |
| All | -24.4% | +25.2% | -49.6% | +7.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling