-59.2%
NKE vs BLK
+66.0%
-125.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | -0.3% |
| 7D | -4.2% | -3.3% | -0.9% | -2.6% |
| 30D | -8.2% | -6.5% | -1.7% | -5.1% |
| 3M | -19.1% | +6.7% | -25.8% | -21.9% |
| 6M | -32.6% | +14.7% | -47.4% | -37.7% |
| YTD | -40.7% | +2.5% | -43.2% | -42.1% |
| 1Y | -48.9% | -2.8% | -46.1% | -48.8% |
| 3Y | -59.2% | +65.9% | -125.1% | -69.1% |
| All | -59.2% | +66.0% | -125.2% | -69.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling