+6,161.3%
NKE vs F
+639.5%
+5,521.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.4% | -1.3% |
| 7D | -2.0% | +5.3% | -7.3% | -3.3% |
| 30D | -8.6% | +4.6% | -13.2% | -9.7% |
| 3M | -11.0% | -3.7% | -7.4% | -10.4% |
| 6M | -33.2% | +16.8% | -50.0% | -36.5% |
| YTD | -38.1% | +15.3% | -53.4% | -41.0% |
| 1Y | -47.4% | +31.0% | -78.4% | -51.6% |
| 3Y | -59.8% | +45.4% | -105.2% | -64.8% |
| 5Y | -74.2% | +54.7% | -128.9% | -78.2% |
| 10Y | -23.5% | +98.2% | -121.7% | -42.0% |
| All | +6,161.3% | +639.5% | +5,521.8% | +2,382.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling