-48.9%
NKE vs FIVE
+66.5%
-115.3%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | +0.2% |
| 7D | -4.2% | -3.0% | -1.2% | -3.6% |
| 30D | -8.2% | +2.7% | -10.9% | -8.7% |
| 3M | -19.1% | +21.1% | -40.2% | -22.4% |
| 6M | -32.6% | +11.9% | -44.6% | -35.0% |
| YTD | -40.7% | +29.9% | -70.6% | -45.0% |
| 1Y | -48.9% | +67.8% | -116.7% | -56.3% |
| All | -48.9% | +66.5% | -115.3% | -56.3% |
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