-74.7%
NKE vs BTDR
+20.7%
-95.4%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.7% | -3.2% | +0.4% |
| 7D | -4.2% | -3.4% | -0.8% | -4.1% |
| 30D | -8.2% | +32.6% | -40.8% | -8.7% |
| 3M | -19.1% | -32.2% | +13.2% | -18.6% |
| 6M | -32.6% | +52.4% | -85.0% | -33.5% |
| YTD | -40.7% | +6.7% | -47.4% | -41.1% |
| 1Y | -48.9% | -15.2% | -33.6% | -49.2% |
| 3Y | -59.2% | +14.9% | -74.1% | -60.1% |
| All | -74.7% | +20.7% | -95.4% | -76.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling