-48.9%
NKE vs EXPE
+30.8%
-79.7%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | +0.2% |
| 7D | -4.2% | -5.8% | +1.6% | -3.1% |
| 30D | -8.2% | -13.6% | +5.4% | -5.7% |
| 3M | -19.1% | +25.2% | -44.3% | -22.4% |
| 6M | -32.6% | +22.3% | -55.0% | -35.2% |
| YTD | -40.7% | -0.3% | -40.4% | -41.4% |
| 1Y | -48.9% | +27.8% | -76.7% | -51.6% |
| All | -48.9% | +30.8% | -79.7% | -51.6% |
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