-47.4%
NKE vs M
+46.1%
-93.5%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.6% | -3.5% | -1.6% |
| 7D | -2.0% | +4.7% | -6.7% | -3.2% |
| 30D | -8.6% | -9.6% | +1.1% | -6.2% |
| 3M | -11.0% | +0.9% | -11.9% | -12.0% |
| 6M | -33.2% | +22.3% | -55.5% | -37.8% |
| YTD | -38.1% | +6.5% | -44.7% | -40.2% |
| 1Y | -47.4% | +38.8% | -86.1% | -53.6% |
| All | -47.4% | +46.1% | -93.5% | -53.6% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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