+6,161.3%
NKE vs EXPD
+30,859.1%
-24,697.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.8% | -1.2% |
| 7D | -2.0% | -1.1% | -0.9% | -1.7% |
| 30D | -8.6% | +4.1% | -12.7% | -9.6% |
| 3M | -11.0% | +17.9% | -28.9% | -14.8% |
| 6M | -33.2% | +29.2% | -62.5% | -37.7% |
| YTD | -38.1% | +27.4% | -65.5% | -42.2% |
| 1Y | -47.4% | +56.8% | -104.2% | -53.6% |
| 3Y | -59.8% | +68.0% | -127.8% | -65.1% |
| 5Y | -74.2% | +61.9% | -136.1% | -77.5% |
| 10Y | -23.5% | +316.0% | -339.5% | -46.0% |
| All | +6,161.3% | +30,859.1% | -24,697.8% | +2,438.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling