-32.2%
NKE vs COMP
+25.5%
-57.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +5.7% | -2.3% | +2.4% |
| 7D | +1.9% | +14.5% | -12.6% | -0.4% |
| 30D | +14.9% | +14.9% | 0.0% | +11.9% |
| 3M | -3.4% | -14.2% | +10.9% | -1.6% |
| 6M | -7.9% | +23.7% | -31.6% | -12.3% |
| YTD | -35.8% | +2.1% | -37.8% | -37.5% |
| All | -32.2% | +25.5% | -57.7% | -36.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling