-66.9%
NKE vs COMP
-49.2%
-17.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +5.7% | -2.3% | +2.6% |
| 7D | +1.9% | +14.5% | -12.6% | 0.0% |
| 30D | +14.9% | +14.9% | 0.0% | +12.5% |
| 3M | -3.4% | -14.2% | +10.9% | -1.8% |
| 6M | -7.9% | +23.7% | -31.6% | -11.4% |
| YTD | -35.8% | +2.1% | -37.8% | -37.4% |
| 1Y | -32.6% | +26.2% | -58.8% | -36.2% |
| 3Y | -60.0% | +470.9% | -530.9% | -71.1% |
| 5Y | -74.9% | -14.0% | -60.8% | -78.9% |
| All | -66.9% | -49.2% | -17.7% | -71.3% |
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