+872.0%
NKE vs EBAY
+12,594.5%
-11,722.5%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EBAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.5% | -3.4% | -2.2% |
| 7D | -5.5% | -0.8% | -4.8% | -5.4% |
| 30D | -10.4% | -0.6% | -9.8% | -10.4% |
| 3M | -15.8% | -1.0% | -14.8% | -15.8% |
| 6M | -33.4% | +16.3% | -49.7% | -35.2% |
| YTD | -41.0% | +21.7% | -62.7% | -43.2% |
| 1Y | -49.1% | +16.5% | -65.6% | -50.8% |
| 3Y | -59.8% | +154.2% | -214.0% | -66.3% |
| 5Y | -75.5% | +58.1% | -133.5% | -77.9% |
| 10Y | -23.5% | +273.5% | -296.9% | -40.5% |
| All | +872.0% | +12,594.5% | -11,722.5% | +342.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling