-60.9%
NKE vs COMP
+423.6%
-484.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +5.6% |
| 3M | -6.9% | -23.5% | +16.6% | -4.5% |
| 6M | -8.5% | +25.7% | -34.2% | -11.4% |
| YTD | -38.8% | -3.4% | -35.4% | -39.8% |
| 1Y | -40.6% | +7.6% | -48.2% | -42.2% |
| 3Y | -60.9% | +423.6% | -484.5% | -66.3% |
| All | -60.9% | +423.6% | -484.5% | -66.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling