-39.2%
NKE vs F
-6.3%
-32.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.9% | +1.4% | -0.7% |
| 7D | -4.6% | -3.9% | -0.7% | -3.5% |
| 30D | +6.9% | -0.5% | +7.3% | +7.1% |
| 3M | -5.8% | -12.9% | +7.1% | -2.6% |
| 6M | -9.1% | +1.5% | -10.6% | -10.9% |
| YTD | -39.2% | -5.0% | -34.1% | -38.6% |
| 1Y | -39.2% | -7.3% | -31.9% | -38.1% |
| All | -39.2% | -6.3% | -32.9% | -38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside F.
Daily Out/Under-Performance
Portfolio return minus F return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × F 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 F 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