-24.0%
NKE vs EBAY
+285.8%
-309.8%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EBAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.6% | -2.1% | -0.3% |
| 7D | -4.2% | +4.2% | -8.4% | -5.4% |
| 30D | -8.2% | +5.6% | -13.8% | -9.7% |
| 3M | -19.1% | -1.4% | -17.7% | -19.0% |
| 6M | -32.6% | +18.2% | -50.8% | -36.5% |
| YTD | -40.7% | +24.8% | -65.6% | -45.3% |
| 1Y | -48.9% | +18.0% | -66.9% | -52.5% |
| 3Y | -59.2% | +160.3% | -219.5% | -72.5% |
| 5Y | -75.3% | +62.1% | -137.5% | -81.1% |
| All | -24.0% | +285.8% | -309.8% | -58.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EBAY.
Daily Out/Under-Performance
Portfolio return minus EBAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EBAY 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 10y: compounded portfolio wealth divided by compounded EBAY 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…
10y analysis · Full analysis span regression · 6 months rolling