-74.9%
NKE vs JD
-60.9%
-14.1%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.5% | +0.5% | -1.5% |
| 7D | -2.3% | -3.0% | +0.7% | -1.8% |
| 30D | -10.4% | -19.3% | +9.0% | -6.9% |
| 3M | -15.5% | -6.0% | -9.4% | -14.6% |
| 6M | -32.6% | +1.8% | -34.4% | -33.1% |
| YTD | -39.8% | -2.6% | -37.3% | -39.9% |
| 1Y | -47.6% | -17.4% | -30.1% | -46.1% |
| 3Y | -59.0% | -8.6% | -50.4% | -60.3% |
| 5Y | -74.9% | -61.6% | -13.3% | -73.5% |
| All | -74.9% | -60.9% | -14.1% | -73.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling