+359.8%
NKE vs MKTX
+1,442.6%
-1,082.9%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.5% | +0.5% |
| 7D | -4.2% | -0.2% | -3.9% | -4.1% |
| 30D | -8.2% | +0.7% | -8.9% | -8.3% |
| 3M | -19.1% | +40.8% | -59.9% | -25.4% |
| 6M | -32.6% | -8.0% | -24.6% | -32.3% |
| YTD | -40.7% | -8.7% | -32.0% | -40.4% |
| 1Y | -48.9% | -11.8% | -37.0% | -48.3% |
| 3Y | -59.2% | -24.0% | -35.2% | -58.6% |
| 5Y | -75.3% | -60.3% | -15.0% | -71.7% |
| 10Y | -23.1% | +5.0% | -28.1% | -29.9% |
| All | +359.8% | +1,442.6% | -1,082.9% | +102.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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