-59.4%
NKE vs EW
+17.2%
-76.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.7% | -2.6% | -2.1% |
| 7D | -5.5% | -3.4% | -2.2% | -5.1% |
| 30D | -10.4% | -7.4% | -3.1% | -9.5% |
| 3M | -15.8% | +0.9% | -16.7% | -15.9% |
| 6M | -33.4% | +1.2% | -34.6% | -33.6% |
| YTD | -41.0% | +1.8% | -42.8% | -41.2% |
| 1Y | -49.1% | +10.8% | -59.9% | -49.8% |
| All | -59.4% | +17.2% | -76.7% | -63.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling