-67.6%
NKE vs JAAA
+29.3%
-96.9%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -2.3% | +0.1% | -2.4% | -2.6% |
| 30D | -10.4% | +0.5% | -10.8% | -11.6% |
| 3M | -15.5% | +1.2% | -16.7% | -18.7% |
| 6M | -32.6% | +2.7% | -35.4% | -38.0% |
| YTD | -39.8% | +3.2% | -43.0% | -45.4% |
| 1Y | -47.6% | +4.8% | -52.4% | -54.5% |
| 3Y | -59.0% | +19.0% | -78.0% | -72.3% |
| 5Y | -74.9% | +26.8% | -101.7% | -84.8% |
| All | -67.6% | +29.3% | -96.9% | -81.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling