-31.7%
NKE vs BNY
+45.2%
-76.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.3% | +2.9% | +4.7% |
| 7D | +9.0% | +2.8% | +6.2% | +8.4% |
| 30D | +19.2% | +6.7% | +12.5% | +17.5% |
| 3M | -1.5% | -2.2% | +0.7% | -1.6% |
| 6M | -4.2% | +16.8% | -21.0% | -9.7% |
| YTD | -34.8% | +33.9% | -68.6% | -41.1% |
| 1Y | -31.7% | +43.9% | -75.6% | -39.6% |
| All | -31.7% | +45.2% | -76.9% | -39.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 BNY 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