-33.2%
NKE vs F
+15.6%
-48.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.4% | -1.2% |
| 7D | -2.0% | +5.3% | -7.3% | -3.0% |
| 30D | -8.6% | +4.6% | -13.2% | -9.4% |
| 3M | -11.0% | -3.7% | -7.4% | -10.5% |
| 6M | -33.2% | +16.8% | -50.0% | -36.9% |
| All | -33.2% | +15.6% | -48.8% | -36.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling