-24.4%
NKE vs JD
+20.5%
-44.8%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.0% | -2.0% |
| 7D | -5.5% | -2.6% | -3.0% | -5.0% |
| 30D | -10.4% | -15.4% | +4.9% | -7.3% |
| 3M | -15.8% | -5.0% | -10.8% | -15.0% |
| 6M | -33.4% | +0.9% | -34.3% | -33.9% |
| YTD | -41.0% | -2.5% | -38.5% | -41.1% |
| 1Y | -49.1% | -16.0% | -33.0% | -47.6% |
| 3Y | -59.8% | -8.5% | -51.3% | -61.3% |
| 5Y | -75.5% | -61.8% | -13.7% | -73.0% |
| All | -24.4% | +20.5% | -44.8% | -42.0% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD 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 10y: compounded portfolio wealth divided by compounded JD 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…
10y analysis · Full analysis span regression · 6 months rolling