+96.6%
NKE vs FIVE
+868.1%
-771.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.1% | -6.1% | -2.3% |
| 7D | -2.0% | +4.3% | -6.3% | -3.2% |
| 30D | -8.6% | +12.5% | -21.1% | -11.7% |
| 3M | -11.0% | +31.2% | -42.3% | -17.7% |
| 6M | -33.2% | +14.4% | -47.6% | -36.5% |
| YTD | -38.1% | +33.9% | -72.0% | -43.7% |
| 1Y | -47.4% | +65.1% | -112.4% | -55.0% |
| 3Y | -59.8% | +49.0% | -108.7% | -66.9% |
| 5Y | -74.2% | +30.3% | -104.5% | -78.6% |
| 10Y | -23.5% | +481.1% | -504.6% | -55.2% |
| All | +96.6% | +868.1% | -771.6% | +7.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling