-59.4%
NKE vs EXEL
+160.7%
-220.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.4% | -1.9% |
| 7D | -5.5% | -2.9% | -2.7% | -5.4% |
| 30D | -10.4% | +11.9% | -22.3% | -11.1% |
| 3M | -15.8% | +9.2% | -25.0% | -16.3% |
| 6M | -33.4% | +39.1% | -72.5% | -34.8% |
| YTD | -41.0% | +31.0% | -72.0% | -42.1% |
| 1Y | -49.1% | +52.3% | -101.4% | -50.6% |
| All | -59.4% | +160.7% | -220.1% | -61.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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