-68.1%
NKE vs COMP
-47.7%
-20.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.0% |
| 7D | -2.0% | +1.4% | -3.4% | -2.2% |
| 30D | -8.6% | -13.3% | +4.7% | -6.9% |
| 3M | -11.0% | +41.1% | -52.1% | -15.4% |
| 6M | -33.2% | +17.2% | -50.4% | -35.6% |
| YTD | -38.1% | +5.2% | -43.3% | -39.7% |
| 1Y | -47.4% | +18.9% | -66.3% | -49.8% |
| 3Y | -59.8% | +215.9% | -275.7% | -68.2% |
| 5Y | -74.2% | -31.2% | -43.0% | -78.1% |
| All | -68.1% | -47.7% | -20.5% | -72.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling