-74.7%
NKE vs EQX
+83.7%
-158.4%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | +0.4% |
| 7D | -4.2% | -3.2% | -1.0% | -3.9% |
| 30D | -8.2% | +7.8% | -16.0% | -8.8% |
| 3M | -19.1% | +21.3% | -40.4% | -20.5% |
| 6M | -32.6% | -22.4% | -10.2% | -31.8% |
| YTD | -40.7% | -11.3% | -29.4% | -40.9% |
| 1Y | -48.9% | +13.5% | -62.4% | -50.3% |
| 3Y | -59.2% | +162.1% | -221.4% | -64.8% |
| All | -74.7% | +83.7% | -158.4% | -78.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 EQX 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