-59.2%
NKE vs JCI
+165.4%
-224.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.7% | 0.0% |
| 7D | -4.2% | +0.7% | -4.9% | -4.3% |
| 30D | -8.2% | -4.4% | -3.8% | -7.4% |
| 3M | -19.1% | +1.7% | -20.8% | -19.8% |
| 6M | -32.6% | +8.8% | -41.4% | -34.9% |
| YTD | -40.7% | +22.6% | -63.4% | -44.9% |
| 1Y | -48.9% | +36.2% | -85.1% | -54.2% |
| 3Y | -59.2% | +168.0% | -227.2% | -70.1% |
| All | -59.2% | +165.4% | -224.6% | -70.1% |
Cumulative growth
Daily Returns
Daily percentage return beside JCI.
Daily Out/Under-Performance
Portfolio return minus JCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JCI 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 3y: compounded portfolio wealth divided by compounded JCI 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…
3y analysis · Full analysis span regression · 6 months rolling