-74.7%
NKE vs EAT
+313.1%
-387.8%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.7% |
| 7D | -4.2% | -7.7% | +3.5% | -2.3% |
| 30D | -8.2% | -13.6% | +5.4% | -5.1% |
| 3M | -19.1% | +33.9% | -52.9% | -25.1% |
| 6M | -32.6% | +47.2% | -79.8% | -39.7% |
| YTD | -40.7% | +48.1% | -88.8% | -47.3% |
| 1Y | -48.9% | +33.7% | -82.5% | -53.6% |
| 3Y | -59.2% | +595.8% | -655.0% | -77.4% |
| All | -74.7% | +313.1% | -387.8% | -85.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 5y: compounded portfolio wealth divided by compounded EAT 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…
5y analysis · Full analysis span regression · 6 months rolling