-61.4%
NKE vs COMP
+353.8%
-415.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +10.7% | -13.2% | -3.6% |
| 7D | -0.2% | +13.4% | -13.7% | -1.7% |
| 30D | +12.3% | +11.1% | +1.2% | +10.8% |
| 3M | -7.1% | -18.8% | +11.7% | -5.4% |
| 6M | -10.3% | +10.5% | -20.8% | -12.0% |
| YTD | -37.8% | -3.4% | -34.4% | -38.8% |
| 1Y | -35.6% | +19.7% | -55.3% | -37.9% |
| 3Y | -61.4% | +381.6% | -443.0% | -67.1% |
| All | -61.4% | +353.8% | -415.2% | -67.1% |
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 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