-74.7%
NKE vs BKR
+172.8%
-247.5%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.6% |
| 7D | -4.2% | -7.0% | +2.8% | -2.9% |
| 30D | -8.2% | -8.1% | -0.1% | -6.8% |
| 3M | -19.1% | -6.6% | -12.5% | -18.2% |
| 6M | -32.6% | +0.9% | -33.5% | -33.3% |
| YTD | -40.7% | +31.1% | -71.8% | -44.6% |
| 1Y | -48.9% | +27.7% | -76.6% | -52.1% |
| 3Y | -59.2% | +71.2% | -130.5% | -64.6% |
| All | -74.7% | +172.8% | -247.5% | -80.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BKR.
Daily Out/Under-Performance
Portfolio return minus BKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BKR 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 5y: compounded portfolio wealth divided by compounded BKR 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…
5y analysis · Full analysis span regression · 6 months rolling