-48.9%
NKE vs IT
-23.2%
-25.7%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.3% | -4.8% | -0.2% |
| 7D | -4.2% | -3.7% | -0.5% | -3.7% |
| 30D | -8.2% | +0.1% | -8.3% | -8.2% |
| 3M | -19.1% | +20.7% | -39.8% | -21.4% |
| 6M | -32.6% | +12.0% | -44.6% | -34.1% |
| YTD | -40.7% | -28.8% | -11.9% | -38.3% |
| 1Y | -48.9% | -25.5% | -23.3% | -47.6% |
| All | -48.9% | -23.2% | -25.7% | -47.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 1y: compounded portfolio wealth divided by compounded IT 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…
1y analysis · Full analysis span regression · 6 months rolling