-59.2%
NKE vs INDA
+7.9%
-67.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | 0.0% |
| 7D | -4.2% | -2.7% | -1.5% | -2.9% |
| 30D | -8.2% | -2.8% | -5.4% | -7.0% |
| 3M | -19.1% | +1.6% | -20.7% | -19.8% |
| 6M | -32.6% | -1.4% | -31.2% | -32.3% |
| YTD | -40.7% | -10.1% | -30.6% | -37.9% |
| 1Y | -48.9% | -8.8% | -40.1% | -47.0% |
| 3Y | -59.2% | +7.6% | -66.9% | -63.1% |
| All | -59.2% | +7.9% | -67.1% | -63.1% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 3y: compounded portfolio wealth divided by compounded INDA 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…
3y analysis · Full analysis span regression · 6 months rolling