+22.0%
NKE vs JD
+48.3%
-26.3%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.9% | -2.8% | -1.3% |
| 7D | -2.0% | -1.7% | -0.3% | -1.7% |
| 30D | -8.6% | -13.2% | +4.6% | -6.1% |
| 3M | -11.0% | -3.2% | -7.8% | -10.6% |
| 6M | -33.2% | +15.2% | -48.5% | -35.4% |
| YTD | -38.1% | +2.0% | -40.1% | -38.7% |
| 1Y | -47.4% | -5.4% | -42.0% | -47.2% |
| 3Y | -59.8% | -9.1% | -50.7% | -61.1% |
| 5Y | -74.2% | -59.6% | -14.6% | -72.3% |
| 10Y | -23.5% | +26.2% | -49.7% | -38.2% |
| All | +22.0% | +48.3% | -26.3% | -2.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling