-40.6%
NKE vs M
+24.3%
-64.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.9% | +0.2% |
| 7D | -1.6% | +7.0% | -8.6% | -3.5% |
| 30D | +7.6% | +8.9% | -1.3% | +5.0% |
| 3M | -6.9% | +4.5% | -11.4% | -8.3% |
| 6M | -8.5% | +36.2% | -44.7% | -17.9% |
| YTD | -38.8% | +15.1% | -53.9% | -42.2% |
| 1Y | -40.6% | +27.4% | -68.0% | -47.2% |
| All | -40.6% | +24.3% | -64.9% | -47.2% |
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