+6,112.4%
NKE vs BP
+1,362.4%
+4,750.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.4% | -3.2% | -1.5% |
| 7D | -0.1% | +0.9% | -1.0% | -0.3% |
| 30D | -7.7% | +9.1% | -16.8% | -10.1% |
| 3M | -10.9% | +3.9% | -14.8% | -12.5% |
| 6M | -31.9% | +13.6% | -45.5% | -35.1% |
| YTD | -38.6% | +34.0% | -72.6% | -44.6% |
| 1Y | -46.9% | +39.2% | -86.1% | -52.8% |
| 3Y | -58.2% | +36.4% | -94.6% | -63.1% |
| 5Y | -74.0% | +135.8% | -209.8% | -80.9% |
| 10Y | -21.6% | +125.0% | -146.6% | -45.0% |
| All | +6,112.4% | +1,362.4% | +4,750.0% | +2,522.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling