+73.7%
NKE vs INDA
+107.4%
-33.7%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.4% |
| 7D | -5.5% | -3.6% | -1.9% | -4.0% |
| 30D | -10.4% | -4.0% | -6.5% | -8.8% |
| 3M | -15.8% | +1.7% | -17.5% | -16.5% |
| 6M | -33.4% | -3.6% | -29.8% | -32.4% |
| YTD | -41.0% | -11.0% | -30.0% | -38.0% |
| 1Y | -49.1% | -9.5% | -39.6% | -47.0% |
| 3Y | -59.8% | +7.6% | -67.4% | -61.4% |
| 5Y | -75.5% | +4.8% | -80.2% | -76.1% |
| 10Y | -23.5% | +82.3% | -105.7% | -41.0% |
| All | +73.7% | +107.4% | -33.7% | +30.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling