+1,065.7%
NKE vs EW
+8,331.5%
-7,265.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | +0.3% |
| 7D | -1.6% | +4.9% | -6.5% | -2.6% |
| 30D | +7.6% | +23.9% | -16.3% | +2.5% |
| 3M | -6.9% | +15.8% | -22.6% | -10.0% |
| 6M | -8.5% | +31.7% | -40.2% | -14.1% |
| YTD | -38.8% | +25.7% | -64.5% | -42.1% |
| 1Y | -40.6% | +24.4% | -65.0% | -43.7% |
| 3Y | -60.9% | +65.9% | -126.8% | -66.4% |
| 5Y | -75.4% | -7.6% | -67.7% | -76.1% |
| 10Y | -13.5% | +253.2% | -266.7% | -36.4% |
| All | +1,065.7% | +8,331.5% | -7,265.8% | +393.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling