-75.3%
NKE vs EW
-7.9%
-67.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | +0.3% |
| 7D | -1.6% | +4.9% | -6.5% | -2.8% |
| 30D | +7.6% | +23.9% | -16.3% | +1.8% |
| 3M | -6.9% | +15.8% | -22.6% | -10.5% |
| 6M | -8.5% | +31.7% | -40.2% | -15.0% |
| YTD | -38.8% | +25.7% | -64.5% | -42.6% |
| 1Y | -40.6% | +24.4% | -65.0% | -44.2% |
| 3Y | -60.9% | +65.9% | -126.8% | -68.7% |
| All | -75.3% | -7.9% | -67.4% | -75.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling