+6,161.3%
NKE vs ES
+1,243.3%
+4,918.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.8% |
| 7D | -2.0% | +0.3% | -2.3% | -2.1% |
| 30D | -8.6% | -2.0% | -6.6% | -8.1% |
| 3M | -11.0% | +1.7% | -12.7% | -11.5% |
| 6M | -33.2% | -3.5% | -29.7% | -32.8% |
| YTD | -38.1% | +7.9% | -46.0% | -39.8% |
| 1Y | -47.4% | +17.2% | -64.5% | -50.2% |
| 3Y | -59.8% | +29.3% | -89.1% | -63.5% |
| 5Y | -74.2% | -5.7% | -68.5% | -74.6% |
| 10Y | -23.5% | +85.2% | -108.7% | -37.8% |
| All | +6,161.3% | +1,243.3% | +4,918.0% | +3,094.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling