-47.4%
NKE vs JAAA
+4.9%
-52.2%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.0% | -1.7% |
| 7D | -2.0% | +0.2% | -2.2% | -3.6% |
| 30D | -8.6% | +0.5% | -9.1% | -13.1% |
| 3M | -11.0% | +1.3% | -12.3% | -20.9% |
| 6M | -33.2% | +2.7% | -35.9% | -48.0% |
| YTD | -38.1% | +3.2% | -41.3% | -54.9% |
| 1Y | -47.4% | +4.9% | -52.3% | -70.4% |
| All | -47.4% | +4.9% | -52.2% | -70.4% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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