-75.7%
NKE vs BTDR
+15.3%
-91.0%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -6.5% | +4.5% | -1.8% |
| 7D | -5.5% | -3.2% | -2.4% | -5.5% |
| 30D | -10.4% | +32.7% | -43.1% | -10.9% |
| 3M | -15.8% | -28.4% | +12.6% | -15.5% |
| 6M | -33.4% | +51.7% | -85.1% | -34.2% |
| YTD | -41.0% | +2.9% | -43.9% | -41.4% |
| 1Y | -49.1% | -15.5% | -33.6% | -49.4% |
| 3Y | -59.8% | 0.0% | -59.8% | -60.6% |
| 5Y | -75.5% | +16.5% | -91.9% | -76.7% |
| All | -75.7% | +15.3% | -91.0% | -77.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling