+374.1%
NKE vs EXPE
+851.4%
-477.4%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -0.5% |
| 7D | -2.0% | -9.5% | +7.5% | +0.4% |
| 30D | -8.6% | -6.6% | -2.0% | -7.1% |
| 3M | -11.0% | +31.4% | -42.4% | -17.1% |
| 6M | -33.2% | +35.2% | -68.4% | -38.6% |
| YTD | -38.1% | +5.8% | -43.9% | -40.0% |
| 1Y | -47.4% | +38.7% | -86.0% | -52.6% |
| 3Y | -59.8% | +175.8% | -235.6% | -70.5% |
| 5Y | -74.2% | +111.8% | -186.1% | -80.5% |
| 10Y | -23.5% | +179.7% | -203.2% | -50.4% |
| All | +374.1% | +851.4% | -477.4% | +64.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling