-31.7%
NKE vs NEM
+50.9%
-82.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +9.9% | -4.7% | +4.7% |
| 7D | +9.0% | +3.7% | +5.3% | +8.7% |
| 30D | +19.2% | +2.0% | +17.3% | +18.9% |
| 3M | -1.5% | +21.1% | -22.6% | -2.3% |
| 6M | -4.2% | +9.5% | -13.7% | -4.9% |
| YTD | -34.8% | +19.1% | -53.8% | -35.3% |
| 1Y | -31.7% | +51.1% | -82.8% | -35.0% |
| All | -31.7% | +50.9% | -82.6% | -35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NEM.
Daily Out/Under-Performance
Portfolio return minus NEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEM 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 NEM 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