-51.9%
NKE vs FOXA
+90.1%
-142.1%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.1% | -4.0% | -2.7% |
| 7D | -5.5% | -3.7% | -1.8% | -4.3% |
| 30D | -10.4% | +5.4% | -15.8% | -12.3% |
| 3M | -15.8% | -3.7% | -12.1% | -15.7% |
| 6M | -33.4% | +12.6% | -46.0% | -37.4% |
| YTD | -41.0% | -10.0% | -31.0% | -39.8% |
| 1Y | -49.1% | +15.0% | -64.1% | -53.0% |
| 3Y | -59.8% | +115.1% | -174.9% | -70.9% |
| 5Y | -75.5% | +93.0% | -168.5% | -81.8% |
| All | -51.9% | +90.1% | -142.1% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling