-47.4%
NKE vs GEN
+5.4%
-52.8%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | -0.4% |
| 7D | -2.0% | -1.2% | -0.8% | -1.7% |
| 30D | -8.6% | +10.1% | -18.7% | -11.0% |
| 3M | -11.0% | +16.1% | -27.1% | -14.8% |
| 6M | -33.2% | +38.9% | -72.1% | -38.8% |
| YTD | -38.1% | +14.4% | -52.6% | -37.8% |
| 1Y | -47.4% | +5.9% | -53.2% | -46.3% |
| All | -47.4% | +5.4% | -52.8% | -46.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 GEN 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