-32.6%
NKE vs BTDR
+71.3%
-103.9%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.7% | +0.7% | -2.0% |
| 7D | -2.3% | +14.8% | -17.1% | -2.3% |
| 30D | -10.4% | +41.8% | -52.2% | -10.3% |
| 3M | -15.5% | -29.2% | +13.7% | -13.5% |
| 6M | -32.6% | +66.2% | -98.8% | -34.0% |
| All | -32.6% | +71.3% | -103.9% | -34.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling