-47.4%
NKE vs FOXA
+9.1%
-56.4%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.4% | +2.4% | -0.5% |
| 7D | -2.0% | -4.0% | +2.0% | -1.5% |
| 30D | -8.6% | +12.0% | -20.6% | -10.1% |
| 3M | -11.0% | +0.3% | -11.3% | -12.4% |
| 6M | -33.2% | +12.5% | -45.7% | -35.2% |
| YTD | -38.1% | -9.6% | -28.5% | -39.2% |
| 1Y | -47.4% | +8.6% | -55.9% | -49.2% |
| All | -47.4% | +9.1% | -56.4% | -49.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 FOXA 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