+3,562.9%
NKE vs IT
+5,548.9%
-1,986.0%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.7% | -0.3% | -1.6% |
| 7D | -2.3% | -9.1% | +6.8% | -0.5% |
| 30D | -10.4% | -12.2% | +1.8% | -8.1% |
| 3M | -15.5% | +7.8% | -23.3% | -17.8% |
| 6M | -32.6% | +2.0% | -34.6% | -34.0% |
| YTD | -39.8% | -32.7% | -7.1% | -36.3% |
| 1Y | -47.6% | -31.1% | -16.5% | -45.0% |
| 3Y | -59.0% | -52.1% | -6.9% | -54.5% |
| 5Y | -74.9% | -46.3% | -28.7% | -72.9% |
| 10Y | -21.9% | +91.4% | -113.3% | -34.8% |
| All | +3,562.9% | +5,548.9% | -1,986.0% | +1,978.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling