+732.2%
NKE vs FDS
+9,090.7%
-8,358.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.3% | +3.5% | +0.5% |
| 7D | -0.1% | -5.4% | +5.3% | +1.5% |
| 30D | -7.7% | +1.6% | -9.2% | -8.1% |
| 3M | -10.9% | +17.7% | -28.7% | -15.7% |
| 6M | -31.9% | +29.1% | -60.9% | -37.9% |
| YTD | -38.6% | +1.0% | -39.6% | -40.2% |
| 1Y | -46.9% | -21.6% | -25.3% | -44.7% |
| 3Y | -58.2% | -30.1% | -28.1% | -55.1% |
| 5Y | -74.0% | -20.7% | -53.3% | -73.2% |
| 10Y | -21.6% | +78.3% | -99.8% | -36.5% |
| All | +732.2% | +9,090.7% | -8,358.5% | +198.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling