+6,148.3%
NKE vs EXPD
+31,808.5%
-25,660.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.9% | -3.8% | -1.6% |
| 7D | -5.4% | -1.6% | -3.8% | -5.0% |
| 30D | +8.4% | +0.6% | +7.8% | +8.2% |
| 3M | -6.3% | +9.8% | -16.1% | -8.7% |
| 6M | -7.8% | +25.8% | -33.6% | -13.3% |
| YTD | -38.3% | +31.3% | -69.5% | -42.9% |
| 1Y | -37.3% | +40.9% | -78.3% | -43.1% |
| 3Y | -61.3% | +74.7% | -136.0% | -66.8% |
| 5Y | -74.8% | +62.9% | -137.7% | -78.1% |
| 10Y | -12.7% | +334.3% | -347.1% | -39.1% |
| All | +6,148.3% | +31,808.5% | -25,660.2% | +2,409.8% |
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 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