-58.2%
NKE vs ES
+33.1%
-91.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -0.9% |
| 7D | -0.1% | +1.4% | -1.5% | -0.3% |
| 30D | -7.7% | -1.2% | -6.5% | -7.5% |
| 3M | -10.9% | +5.0% | -15.9% | -11.8% |
| 6M | -31.9% | -2.8% | -29.0% | -31.5% |
| YTD | -38.6% | +8.6% | -47.2% | -39.9% |
| 1Y | -46.9% | +18.9% | -65.9% | -49.6% |
| 3Y | -58.2% | +32.1% | -90.3% | -62.4% |
| All | -58.2% | +33.1% | -91.3% | -62.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling