+5,871.1%
NKE vs BKR
+528.0%
+5,343.1%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -6.7% | +4.7% | -0.7% |
| 7D | -5.5% | -6.7% | +1.1% | -4.3% |
| 30D | -10.4% | -8.3% | -2.1% | -9.0% |
| 3M | -15.8% | -5.4% | -10.4% | -15.2% |
| 6M | -33.4% | +0.8% | -34.2% | -34.0% |
| YTD | -41.0% | +31.8% | -72.9% | -44.6% |
| 1Y | -49.1% | +28.6% | -77.6% | -52.1% |
| 3Y | -59.8% | +71.2% | -131.0% | -64.8% |
| 5Y | -75.5% | +179.2% | -254.7% | -80.9% |
| 10Y | -23.5% | +124.0% | -147.4% | -42.2% |
| All | +5,871.1% | +528.0% | +5,343.1% | +2,853.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling