-58.6%
NKE vs M
+106.8%
-165.4%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.2% | +2.2% | -0.9% |
| 7D | -2.3% | -4.1% | +1.7% | -1.3% |
| 30D | -10.4% | -13.6% | +3.3% | -7.0% |
| 3M | -15.5% | -2.3% | -13.2% | -15.5% |
| 6M | -32.6% | +21.9% | -54.5% | -36.6% |
| YTD | -39.8% | -0.6% | -39.2% | -40.5% |
| 1Y | -47.6% | +29.7% | -77.3% | -51.8% |
| All | -58.6% | +106.8% | -165.4% | -68.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling