-61.1%
NKE vs INTU
-33.5%
-27.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.7% | -1.3% |
| 7D | -4.6% | -4.1% | -0.4% | -3.7% |
| 30D | +6.9% | +12.8% | -6.0% | +4.4% |
| 3M | -5.8% | +2.1% | -7.9% | -6.3% |
| 6M | -9.1% | -11.5% | +2.4% | -8.3% |
| YTD | -39.2% | -47.9% | +8.8% | -31.1% |
| 1Y | -39.2% | -47.7% | +8.4% | -31.3% |
| All | -61.1% | -33.5% | -27.6% | -59.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling