-24.4%
NKE vs INTU
+210.8%
-235.2%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.8% |
| 7D | -5.5% | -9.2% | +3.6% | -2.0% |
| 30D | -10.4% | -7.0% | -3.4% | -7.9% |
| 3M | -15.8% | +10.5% | -26.3% | -19.5% |
| 6M | -33.4% | -30.6% | -2.8% | -25.3% |
| YTD | -41.0% | -52.3% | +11.3% | -23.1% |
| 1Y | -49.1% | -51.8% | +2.8% | -34.1% |
| 3Y | -59.8% | -41.8% | -18.0% | -54.3% |
| 5Y | -75.5% | -42.8% | -32.6% | -73.3% |
| All | -24.4% | +210.8% | -235.2% | -62.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling