-59.4%
NKE vs BP
+38.8%
-98.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.9% | -2.8% | -2.1% |
| 7D | -5.5% | +5.7% | -11.3% | -6.2% |
| 30D | -10.4% | +8.1% | -18.5% | -11.4% |
| 3M | -15.8% | +8.6% | -24.4% | -16.9% |
| 6M | -33.4% | +18.1% | -51.5% | -35.8% |
| YTD | -41.0% | +37.6% | -78.6% | -45.3% |
| 1Y | -49.1% | +39.4% | -88.4% | -53.1% |
| All | -59.4% | +38.8% | -98.3% | -64.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling