-47.6%
NKE vs EXPD
+56.9%
-104.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.2% | -2.1% |
| 7D | -2.3% | +1.2% | -3.5% | -2.5% |
| 30D | -10.4% | +5.2% | -15.6% | -11.0% |
| 3M | -15.5% | +13.2% | -28.7% | -17.1% |
| 6M | -32.6% | +30.3% | -63.0% | -35.1% |
| YTD | -39.8% | +27.0% | -66.9% | -41.5% |
| 1Y | -47.6% | +57.3% | -104.9% | -49.8% |
| All | -47.6% | +56.9% | -104.4% | -49.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 1y: compounded portfolio wealth divided by compounded EXPD 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…
1y analysis · Full analysis span regression · 6 months rolling