-47.6%
NKE vs COMP
+13.3%
-60.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.9% |
| 7D | -2.3% | +0.8% | -3.2% | -2.4% |
| 30D | -10.4% | -13.9% | +3.5% | -8.7% |
| 3M | -15.5% | +30.7% | -46.2% | -18.6% |
| 6M | -32.6% | +18.7% | -51.3% | -35.4% |
| YTD | -39.8% | +1.0% | -40.9% | -41.4% |
| 1Y | -47.6% | +15.1% | -62.7% | -50.1% |
| All | -47.6% | +13.3% | -60.8% | -50.1% |
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