-40.6%
NKE vs JD
-8.1%
-32.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.9% | +0.3% |
| 7D | -1.6% | -4.1% | +2.6% | -0.7% |
| 30D | +7.6% | +4.6% | +3.0% | +6.3% |
| 3M | -6.9% | -4.7% | -2.1% | -6.2% |
| 6M | -8.5% | -17.4% | +8.8% | -5.4% |
| YTD | -38.8% | +0.7% | -39.5% | -39.7% |
| 1Y | -40.6% | -5.9% | -34.7% | -39.5% |
| All | -40.6% | -8.1% | -32.5% | -39.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling