-68.4%
NKE vs COMP
-49.4%
-19.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.3% | +2.5% | -0.3% |
| 7D | -0.1% | +4.1% | -4.1% | -0.6% |
| 30D | -7.7% | -14.5% | +6.9% | -5.8% |
| 3M | -10.9% | +41.8% | -52.8% | -15.4% |
| 6M | -31.9% | +23.6% | -55.4% | -34.7% |
| YTD | -38.6% | +1.7% | -40.3% | -39.9% |
| 1Y | -46.9% | +12.6% | -59.5% | -49.0% |
| 3Y | -58.2% | +221.9% | -280.0% | -67.1% |
| 5Y | -74.0% | -28.1% | -45.9% | -77.9% |
| All | -68.4% | -49.4% | -19.0% | -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