-24.0%
NKE vs BLK
+283.5%
-307.5%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | -0.5% |
| 7D | -4.2% | -3.3% | -0.9% | -2.3% |
| 30D | -8.2% | -6.5% | -1.7% | -4.5% |
| 3M | -19.1% | +6.7% | -25.8% | -22.5% |
| 6M | -32.6% | +14.7% | -47.4% | -38.5% |
| YTD | -40.7% | +2.5% | -43.2% | -42.4% |
| 1Y | -48.9% | -2.8% | -46.1% | -48.9% |
| 3Y | -59.2% | +65.9% | -125.1% | -71.0% |
| 5Y | -75.3% | +33.0% | -108.3% | -80.4% |
| All | -24.0% | +283.5% | -307.5% | -65.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling