-51.7%
NKE vs FOXA
+92.4%
-144.0%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | +0.1% |
| 7D | -4.2% | +0.8% | -5.0% | -4.5% |
| 30D | -8.2% | +5.0% | -13.2% | -10.0% |
| 3M | -19.1% | -3.0% | -16.1% | -19.2% |
| 6M | -32.6% | +14.8% | -47.4% | -37.1% |
| YTD | -40.7% | -8.9% | -31.8% | -39.8% |
| 1Y | -48.9% | +13.3% | -62.2% | -52.5% |
| 3Y | -59.2% | +115.4% | -174.6% | -70.5% |
| 5Y | -75.3% | +95.3% | -170.6% | -81.8% |
| All | -51.7% | +92.4% | -144.0% | -68.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling