+6,112.4%
NKE vs BN
+14,855.3%
-8,742.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.6% | +1.8% | +0.1% |
| 7D | -0.1% | -1.2% | +1.1% | +0.4% |
| 30D | -7.7% | -10.9% | +3.2% | -3.9% |
| 3M | -10.9% | -11.1% | +0.1% | -7.2% |
| 6M | -31.9% | -4.4% | -27.5% | -31.1% |
| YTD | -38.6% | -14.1% | -24.5% | -35.6% |
| 1Y | -46.9% | -11.1% | -35.9% | -45.2% |
| 3Y | -58.2% | +75.6% | -133.7% | -66.5% |
| 5Y | -74.0% | +35.8% | -109.8% | -77.4% |
| 10Y | -21.6% | +261.6% | -283.1% | -50.5% |
| All | +6,112.4% | +14,855.3% | -8,742.9% | +1,491.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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