-74.7%
NKE vs JBL
+409.3%
-484.1%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.0% | -4.6% | -0.7% |
| 7D | -4.2% | +2.4% | -6.6% | -4.7% |
| 30D | -8.2% | -13.1% | +4.9% | -5.4% |
| 3M | -19.1% | -15.6% | -3.5% | -16.5% |
| 6M | -32.6% | +24.6% | -57.2% | -38.7% |
| YTD | -40.7% | +39.6% | -80.3% | -48.3% |
| 1Y | -48.9% | +48.6% | -97.5% | -56.7% |
| 3Y | -59.2% | +197.3% | -256.5% | -75.5% |
| All | -74.7% | +409.3% | -484.1% | -89.7% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 5y: compounded portfolio wealth divided by compounded JBL 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…
5y analysis · Full analysis span regression · 6 months rolling