+1,069.1%
NKE vs EW
+6,723.9%
-5,654.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.5% | +2.8% | 0.0% |
| 7D | -0.1% | -4.4% | +4.4% | +1.0% |
| 30D | -7.7% | -3.3% | -4.3% | -7.0% |
| 3M | -10.9% | +1.0% | -11.9% | -11.2% |
| 6M | -31.9% | +6.2% | -38.1% | -33.0% |
| YTD | -38.6% | +1.7% | -40.3% | -39.1% |
| 1Y | -46.9% | +8.1% | -55.0% | -48.2% |
| 3Y | -58.2% | +17.1% | -75.3% | -61.1% |
| 5Y | -74.0% | -29.4% | -44.7% | -73.2% |
| 10Y | -21.6% | +121.7% | -143.3% | -37.0% |
| All | +1,069.1% | +6,723.9% | -5,654.8% | +419.4% |
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