+729.8%
NKE vs FDS
+10,480.1%
-9,750.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.5% |
| 7D | -1.6% | +1.5% | -3.0% | -2.0% |
| 30D | +7.6% | +14.8% | -7.2% | +3.3% |
| 3M | -6.9% | +16.3% | -23.2% | -11.3% |
| 6M | -8.5% | +66.2% | -74.7% | -22.3% |
| YTD | -38.8% | +16.2% | -55.0% | -43.0% |
| 1Y | -40.6% | +21.8% | -62.4% | -45.7% |
| 3Y | -60.9% | -23.9% | -37.0% | -59.2% |
| 5Y | -75.4% | -23.1% | -52.3% | -74.5% |
| 10Y | -13.5% | +128.7% | -142.2% | -34.8% |
| All | +729.8% | +10,480.1% | -9,750.3% | +184.4% |
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