+264.4%
NKE vs BIL
+30.4%
+234.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -0.9% |
| 7D | -2.0% | +0.1% | -2.1% | -1.7% |
| 30D | -8.6% | +0.3% | -8.9% | -7.7% |
| 3M | -11.0% | +0.9% | -12.0% | -8.4% |
| 6M | -33.2% | +1.8% | -35.1% | -29.4% |
| YTD | -38.1% | +2.4% | -40.6% | -33.4% |
| 1Y | -47.4% | +3.7% | -51.1% | -41.2% |
| 3Y | -59.8% | +14.2% | -73.9% | -40.7% |
| 5Y | -74.2% | +19.4% | -93.6% | -57.1% |
| 10Y | -23.5% | +25.2% | -48.7% | +45.4% |
| All | +264.4% | +30.4% | +234.0% | +744.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling