-58.6%
NKE vs IR
+5.7%
-64.3%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.0% | +0.1% | -1.2% |
| 7D | -2.3% | -1.9% | -0.4% | -1.6% |
| 30D | -10.4% | -15.0% | +4.7% | -4.6% |
| 3M | -15.5% | -0.4% | -15.0% | -15.8% |
| 6M | -32.6% | -15.0% | -17.6% | -28.9% |
| YTD | -39.8% | -7.1% | -32.8% | -38.8% |
| 1Y | -47.6% | -7.5% | -40.0% | -46.7% |
| All | -58.6% | +5.7% | -64.3% | -60.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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