-75.0%
NKE vs IR
+35.9%
-110.9%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.0% | +0.1% | -1.0% |
| 7D | -2.3% | -1.9% | -0.4% | -1.4% |
| 30D | -10.4% | -15.0% | +4.7% | -2.8% |
| 3M | -15.5% | -0.4% | -15.0% | -15.9% |
| 6M | -32.6% | -15.0% | -17.6% | -27.8% |
| YTD | -39.8% | -7.1% | -32.8% | -38.7% |
| 1Y | -47.6% | -7.5% | -40.0% | -46.7% |
| 3Y | -59.0% | +6.3% | -65.3% | -64.1% |
| All | -75.0% | +35.9% | -110.9% | -82.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling