-47.4%
NKE vs BTDR
-4.8%
-42.6%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.9% | -4.9% | -0.9% |
| 7D | -2.0% | +20.0% | -22.0% | -1.8% |
| 30D | -8.6% | +11.9% | -20.5% | -8.4% |
| 3M | -11.0% | -36.9% | +25.9% | -10.4% |
| 6M | -33.2% | +56.5% | -89.7% | -32.5% |
| YTD | -38.1% | +10.4% | -48.6% | -37.7% |
| 1Y | -47.4% | +3.1% | -50.4% | -48.0% |
| All | -47.4% | -4.8% | -42.6% | -48.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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