-48.9%
NKE vs EW
+7.8%
-56.7%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.8% | +3.3% | +1.0% |
| 7D | -4.2% | -6.2% | +2.0% | -3.1% |
| 30D | -8.2% | -9.3% | +1.1% | -6.5% |
| 3M | -19.1% | -1.6% | -17.5% | -18.6% |
| 6M | -32.6% | -0.8% | -31.8% | -32.4% |
| YTD | -40.7% | -1.0% | -39.7% | -40.7% |
| 1Y | -48.9% | +8.2% | -57.0% | -49.6% |
| All | -48.9% | +7.8% | -56.7% | -49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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