-68.5%
NKE vs COMP
-52.0%
-16.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | +0.4% |
| 7D | -1.6% | 0.0% | -1.6% | -1.6% |
| 30D | +7.6% | +16.6% | -8.9% | +5.2% |
| 3M | -6.9% | -23.5% | +16.6% | -3.9% |
| 6M | -8.5% | +25.7% | -34.2% | -12.2% |
| YTD | -38.8% | -3.4% | -35.4% | -39.9% |
| 1Y | -40.6% | +7.6% | -48.2% | -42.6% |
| 3Y | -60.9% | +423.6% | -484.5% | -71.4% |
| 5Y | -75.4% | -10.6% | -64.8% | -79.4% |
| All | -68.5% | -52.0% | -16.5% | -72.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 10y: compounded portfolio wealth divided by compounded COMP 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…
10y analysis · Full analysis span regression · 6 months rolling