-48.9%
NKE vs BROS
-32.8%
-16.0%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.3% |
| 7D | -4.2% | -5.8% | +1.6% | -3.0% |
| 30D | -8.2% | -14.0% | +5.8% | -5.5% |
| 3M | -19.1% | -32.5% | +13.4% | -13.0% |
| 6M | -32.6% | -14.9% | -17.7% | -31.7% |
| YTD | -40.7% | -28.3% | -12.4% | -38.1% |
| 1Y | -48.9% | -34.0% | -14.9% | -48.9% |
| All | -48.9% | -32.8% | -16.0% | -48.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 1y: compounded portfolio wealth divided by compounded BROS 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…
1y analysis · Full analysis span regression · 6 months rolling