+5,900.4%
NKE vs BNY
+8,074.1%
-2,173.7%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.4% | +0.5% |
| 7D | -4.2% | -1.3% | -2.8% | -3.8% |
| 30D | -8.2% | -0.2% | -8.0% | -8.2% |
| 3M | -19.1% | +14.9% | -34.0% | -22.9% |
| 6M | -32.6% | +40.0% | -72.6% | -39.8% |
| YTD | -40.7% | +42.0% | -82.7% | -47.3% |
| 1Y | -48.9% | +56.9% | -105.7% | -56.1% |
| 3Y | -59.2% | +289.9% | -349.1% | -74.0% |
| 5Y | -75.3% | +259.2% | -334.5% | -83.9% |
| 10Y | -23.1% | +413.3% | -436.3% | -56.4% |
| All | +5,900.4% | +8,074.1% | -2,173.7% | +983.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling