-18.6%
NKE vs IR
+288.5%
-307.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.2% | -1.5% |
| 7D | -2.0% | -2.8% | +0.8% | -0.9% |
| 30D | -8.6% | -15.1% | +6.6% | -2.3% |
| 3M | -11.0% | +6.1% | -17.1% | -13.5% |
| 6M | -33.2% | -16.8% | -16.4% | -28.7% |
| YTD | -38.1% | -3.5% | -34.6% | -38.0% |
| 1Y | -47.4% | -3.5% | -43.9% | -47.4% |
| 3Y | -59.8% | +9.5% | -69.3% | -62.8% |
| 5Y | -74.2% | +45.1% | -119.3% | -79.0% |
| All | -18.6% | +288.5% | -307.1% | -50.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling