+256.7%
NKE vs BR
+1,282.8%
-1,026.2%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.0% | -2.0% |
| 7D | -5.5% | -6.0% | +0.4% | -2.9% |
| 30D | -10.4% | -0.9% | -9.6% | -10.1% |
| 3M | -15.8% | +16.4% | -32.2% | -21.9% |
| 6M | -33.4% | -8.2% | -25.2% | -31.3% |
| YTD | -41.0% | -23.2% | -17.8% | -34.2% |
| 1Y | -49.1% | -30.9% | -18.1% | -40.4% |
| 3Y | -59.8% | -5.0% | -54.8% | -60.0% |
| 5Y | -75.5% | +8.8% | -84.2% | -77.3% |
| 10Y | -23.5% | +190.1% | -213.5% | -55.3% |
| All | +256.7% | +1,282.8% | -1,026.2% | -0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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