-49.1%
NKE vs M
+25.2%
-74.2%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.7% | +2.7% | -0.7% |
| 7D | -5.5% | -8.8% | +3.2% | -3.3% |
| 30D | -10.4% | -16.4% | +6.0% | -6.2% |
| 3M | -15.8% | -10.8% | -5.0% | -14.0% |
| 6M | -33.4% | +16.1% | -49.5% | -37.3% |
| YTD | -41.0% | -5.3% | -35.7% | -41.3% |
| 1Y | -49.1% | +24.9% | -73.9% | -54.4% |
| All | -49.1% | +25.2% | -74.2% | -54.4% |
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