+2,167.8%
NKE vs M
+436.6%
+1,731.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.9% | +0.2% |
| 7D | -1.6% | +7.0% | -8.6% | -3.3% |
| 30D | +7.6% | +8.9% | -1.3% | +5.2% |
| 3M | -6.9% | +4.5% | -11.4% | -8.2% |
| 6M | -8.5% | +36.2% | -44.7% | -16.4% |
| YTD | -38.8% | +15.1% | -53.9% | -41.8% |
| 1Y | -40.6% | +27.4% | -68.0% | -45.1% |
| 3Y | -60.9% | +160.1% | -221.1% | -71.5% |
| 5Y | -75.4% | -1.6% | -73.8% | -78.2% |
| 10Y | -13.5% | -7.7% | -5.8% | -36.7% |
| All | +2,167.8% | +436.6% | +1,731.1% | +670.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling