+6,057.0%
NKE vs ES
+1,261.0%
+4,796.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.3% | -1.7% |
| 7D | -4.6% | -1.1% | -3.5% | -4.3% |
| 30D | +6.9% | +8.2% | -1.3% | +4.5% |
| 3M | -5.8% | +0.6% | -6.4% | -6.0% |
| 6M | -9.1% | +6.0% | -15.1% | -10.8% |
| YTD | -39.2% | +9.3% | -48.5% | -41.0% |
| 1Y | -39.2% | +1.1% | -40.4% | -40.0% |
| 3Y | -61.8% | +51.9% | -113.8% | -66.9% |
| 5Y | -75.5% | +6.5% | -82.0% | -76.6% |
| 10Y | -14.0% | +94.8% | -108.7% | -31.0% |
| All | +6,057.0% | +1,261.0% | +4,796.0% | +3,028.1% |
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