-49.1%
NKE vs ES
+12.7%
-61.8%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.1% | -1.7% |
| 7D | -5.5% | -3.5% | -2.1% | -5.2% |
| 30D | -10.4% | -3.0% | -7.4% | -10.2% |
| 3M | -15.8% | -0.3% | -15.5% | -15.6% |
| 6M | -33.4% | -5.2% | -28.3% | -32.8% |
| YTD | -41.0% | +4.8% | -45.8% | -41.3% |
| 1Y | -49.1% | +12.7% | -61.8% | -49.3% |
| All | -49.1% | +12.7% | -61.8% | -49.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 1y: compounded portfolio wealth divided by compounded ES 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…
1y analysis · Full analysis span regression · 6 months rolling