-24.0%
NKE vs BRO
+294.2%
-318.3%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | -4.2% | -7.3% | +3.2% | -0.6% |
| 30D | -8.2% | -6.9% | -1.3% | -5.0% |
| 3M | -19.1% | +10.7% | -29.7% | -23.2% |
| 6M | -32.6% | -2.7% | -29.9% | -32.3% |
| YTD | -40.7% | -16.3% | -24.4% | -35.9% |
| 1Y | -48.9% | -29.1% | -19.8% | -40.2% |
| 3Y | -59.2% | -7.8% | -51.4% | -60.3% |
| 5Y | -75.3% | +18.7% | -94.1% | -79.8% |
| All | -24.0% | +294.2% | -318.3% | -62.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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