-24.0%
NKE vs GEN
+159.8%
-183.8%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.3% |
| 7D | -4.2% | -1.3% | -2.9% | -3.9% |
| 30D | -8.2% | +6.1% | -14.3% | -9.5% |
| 3M | -19.1% | +27.0% | -46.0% | -23.3% |
| 6M | -32.6% | +43.9% | -76.5% | -38.3% |
| YTD | -40.7% | +13.0% | -53.7% | -42.8% |
| 1Y | -48.9% | +4.0% | -52.9% | -49.8% |
| 3Y | -59.2% | +66.2% | -125.4% | -64.1% |
| 5Y | -75.3% | +23.2% | -98.5% | -77.3% |
| All | -24.0% | +159.8% | -183.8% | -43.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling