-74.9%
NKE vs M
+22.2%
-97.2%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -6.9% |
| 3M | -15.5% | -2.3% | -13.2% | -15.5% |
| 6M | -32.6% | +21.9% | -54.5% | -36.7% |
| YTD | -39.8% | -0.6% | -39.2% | -40.5% |
| 1Y | -47.6% | +29.7% | -77.3% | -51.9% |
| 3Y | -59.0% | +107.3% | -166.3% | -68.9% |
| 5Y | -74.9% | +20.5% | -95.4% | -78.0% |
| All | -74.9% | +22.2% | -97.2% | -78.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling