-68.0%
NKE vs COMP
-52.0%
-16.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +10.7% | -13.2% | -3.9% |
| 7D | -0.2% | +13.4% | -13.7% | -2.0% |
| 30D | +12.3% | +11.1% | +1.2% | +10.4% |
| 3M | -7.1% | -18.8% | +11.7% | -4.9% |
| 6M | -10.3% | +10.5% | -20.8% | -12.5% |
| YTD | -37.8% | -3.4% | -34.4% | -39.0% |
| 1Y | -35.6% | +19.7% | -55.3% | -38.6% |
| 3Y | -61.4% | +381.6% | -443.0% | -71.4% |
| 5Y | -76.2% | -17.6% | -58.6% | -79.9% |
| All | -68.0% | -52.0% | -16.0% | -72.0% |
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