+900.3%
NKE vs EXEL
+264.7%
+635.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.5% | -0.5% |
| 7D | -0.1% | +1.4% | -1.4% | -0.2% |
| 30D | -7.7% | +6.7% | -14.3% | -8.4% |
| 3M | -10.9% | +11.5% | -22.4% | -12.1% |
| 6M | -31.9% | +38.8% | -70.7% | -34.5% |
| YTD | -38.6% | +31.6% | -70.2% | -40.7% |
| 1Y | -46.9% | +53.0% | -99.9% | -49.7% |
| 3Y | -58.2% | +160.8% | -219.0% | -63.1% |
| 5Y | -74.0% | +190.1% | -264.1% | -77.5% |
| 10Y | -21.6% | +367.0% | -388.5% | -38.7% |
| All | +900.3% | +264.7% | +635.6% | +458.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling