-59.0%
NKE vs BURL
+63.9%
-122.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.6% | -3.6% | -1.6% |
| 7D | -2.0% | -2.8% | +0.8% | -1.3% |
| 30D | -8.6% | -28.2% | +19.6% | -0.7% |
| 3M | -11.0% | -17.6% | +6.6% | -6.7% |
| 6M | -33.2% | -11.8% | -21.5% | -31.6% |
| YTD | -38.1% | -8.1% | -30.0% | -37.4% |
| 1Y | -47.4% | -12.0% | -35.4% | -46.4% |
| All | -59.0% | +63.9% | -122.9% | -62.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 3y: compounded portfolio wealth divided by compounded BURL 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…
3y analysis · Full analysis span regression · 6 months rolling