-47.4%
NKE vs BLK
+3.3%
-50.7%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.6% | -0.8% |
| 7D | -2.0% | -3.6% | +1.6% | -0.7% |
| 30D | -8.6% | -1.0% | -7.6% | -8.2% |
| 3M | -11.0% | +10.4% | -21.4% | -14.3% |
| 6M | -33.2% | +8.2% | -41.4% | -35.7% |
| YTD | -38.1% | +6.0% | -44.2% | -40.0% |
| 1Y | -47.4% | +3.3% | -50.7% | -46.7% |
| All | -47.4% | +3.3% | -50.7% | -46.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 1y: compounded portfolio wealth divided by compounded BLK 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…
1y analysis · Full analysis span regression · 6 months rolling