-31.7%
NKE vs EXPE
+48.9%
-80.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +10.5% | -5.3% | +3.1% |
| 7D | +9.0% | +14.6% | -5.7% | +6.0% |
| 30D | +19.2% | +21.4% | -2.2% | +14.8% |
| 3M | -1.5% | +1.4% | -2.8% | -2.2% |
| 6M | -4.2% | +28.6% | -32.8% | -9.0% |
| YTD | -34.8% | +12.1% | -46.9% | -37.3% |
| 1Y | -31.7% | +50.0% | -81.7% | -34.9% |
| All | -31.7% | +48.9% | -80.6% | -34.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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