-40.6%
NKE vs FIVE
+62.4%
-103.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.7% |
| 7D | -1.6% | +2.7% | -4.2% | -2.1% |
| 30D | +7.6% | +12.7% | -5.0% | +5.2% |
| 3M | -6.9% | +2.1% | -8.9% | -7.5% |
| 6M | -8.5% | +17.5% | -26.0% | -12.0% |
| YTD | -38.8% | +31.0% | -69.8% | -43.1% |
| 1Y | -40.6% | +67.7% | -108.3% | -50.3% |
| All | -40.6% | +62.4% | -103.0% | -50.3% |
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