-48.9%
NKE vs FDS
-27.2%
-21.6%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.7% |
| 7D | -4.2% | -14.0% | +9.8% | -2.2% |
| 30D | -8.2% | -6.2% | -2.0% | -7.3% |
| 3M | -19.1% | +10.2% | -29.2% | -19.6% |
| 6M | -32.6% | +27.4% | -60.1% | -33.9% |
| YTD | -40.7% | -9.3% | -31.5% | -40.0% |
| 1Y | -48.9% | -28.6% | -20.2% | -47.5% |
| All | -48.9% | -27.2% | -21.6% | -47.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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