+260.5%
NKE vs BIL
+31.3%
+229.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.7% |
| 7D | -1.6% | +0.1% | -1.6% | -1.3% |
| 30D | +7.6% | +0.3% | +7.3% | +8.8% |
| 3M | -6.9% | +1.0% | -7.8% | -4.1% |
| 6M | -8.5% | +1.9% | -10.4% | -3.2% |
| YTD | -38.8% | +3.2% | -42.0% | -32.7% |
| 1Y | -40.6% | +3.7% | -44.3% | -33.6% |
| 3Y | -60.9% | +13.8% | -74.7% | -42.9% |
| 5Y | -75.4% | +20.3% | -95.7% | -58.1% |
| 10Y | -13.5% | +26.2% | -39.6% | +68.1% |
| All | +260.5% | +31.3% | +229.2% | +753.0% |
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