+2,282.1%
NKE vs JBL
+43,670.5%
-41,388.4%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.0% | -4.6% | -0.2% |
| 7D | -4.2% | +2.4% | -6.6% | -4.5% |
| 30D | -8.2% | -13.1% | +4.9% | -6.6% |
| 3M | -19.1% | -15.6% | -3.5% | -17.7% |
| 6M | -32.6% | +24.6% | -57.2% | -35.5% |
| YTD | -40.7% | +39.6% | -80.3% | -44.3% |
| 1Y | -48.9% | +48.6% | -97.5% | -52.6% |
| 3Y | -59.2% | +197.3% | -256.5% | -66.4% |
| 5Y | -75.3% | +413.0% | -488.3% | -81.2% |
| 10Y | -23.1% | +1,543.9% | -1,567.0% | -50.0% |
| All | +2,282.1% | +43,670.5% | -41,388.4% | +1,138.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling