-24.0%
NKE vs BP
+137.7%
-161.7%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.4% | +0.5% |
| 7D | -4.2% | +5.2% | -9.4% | -5.5% |
| 30D | -8.2% | +8.7% | -16.9% | -10.4% |
| 3M | -19.1% | +9.3% | -28.4% | -21.5% |
| 6M | -32.6% | +13.6% | -46.2% | -35.7% |
| YTD | -40.7% | +37.7% | -78.4% | -46.8% |
| 1Y | -48.9% | +40.6% | -89.5% | -54.6% |
| 3Y | -59.2% | +40.3% | -99.6% | -64.3% |
| 5Y | -75.3% | +141.4% | -216.8% | -82.2% |
| All | -24.0% | +137.7% | -161.7% | -43.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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