-31.7%
NKE vs INTU
-46.5%
+14.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +3.5% | +1.8% | +4.6% |
| 7D | +9.0% | +8.7% | +0.3% | +7.5% |
| 30D | +19.2% | +25.9% | -6.6% | +15.1% |
| 3M | -1.5% | +10.7% | -12.2% | -3.0% |
| 6M | -4.2% | -11.6% | +7.4% | -4.7% |
| YTD | -34.8% | -45.4% | +10.6% | -30.1% |
| 1Y | -31.7% | -45.2% | +13.5% | -26.7% |
| All | -31.7% | -46.5% | +14.8% | -26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside INTU.
Daily Out/Under-Performance
Portfolio return minus INTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INTU 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 INTU 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