-74.7%
NKE vs EW
-30.6%
-44.1%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.8% | +3.3% | +1.2% |
| 7D | -4.2% | -6.2% | +2.0% | -2.6% |
| 30D | -8.2% | -9.3% | +1.1% | -5.8% |
| 3M | -19.1% | -1.6% | -17.5% | -18.8% |
| 6M | -32.6% | -0.8% | -31.8% | -32.7% |
| YTD | -40.7% | -1.0% | -39.7% | -40.8% |
| 1Y | -48.9% | +8.2% | -57.0% | -50.2% |
| 3Y | -59.2% | +12.7% | -71.9% | -63.1% |
| All | -74.7% | -30.6% | -44.1% | -72.8% |
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