-75.5%
NKE vs INTU
-42.1%
-33.5%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.7% | -1.2% |
| 7D | -4.6% | -4.1% | -0.4% | -3.2% |
| 30D | +6.9% | +12.8% | -6.0% | +2.7% |
| 3M | -5.8% | +2.1% | -7.9% | -6.7% |
| 6M | -9.1% | -11.5% | +2.4% | -7.4% |
| YTD | -39.2% | -47.9% | +8.8% | -25.3% |
| 1Y | -39.2% | -47.7% | +8.4% | -25.7% |
| 3Y | -61.8% | -34.0% | -27.9% | -59.6% |
| 5Y | -75.5% | -43.5% | -32.0% | -75.0% |
| All | -75.5% | -42.1% | -33.5% | -75.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling