-31.7%
NKE vs FIVE
+63.3%
-94.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +6.7% | -1.5% | +4.0% |
| 7D | +9.0% | +7.5% | +1.5% | +7.5% |
| 30D | +19.2% | +16.7% | +2.5% | +16.1% |
| 3M | -1.5% | +13.4% | -14.8% | -3.7% |
| 6M | -4.2% | +9.0% | -13.2% | -6.6% |
| YTD | -34.8% | +33.8% | -68.6% | -37.8% |
| 1Y | -31.7% | +61.2% | -92.9% | -35.2% |
| All | -31.7% | +63.3% | -94.9% | -35.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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