-48.9%
NKE vs NEM
+64.8%
-113.7%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.5% |
| 7D | -4.2% | -1.0% | -3.2% | -4.1% |
| 30D | -8.2% | +7.8% | -16.0% | -8.4% |
| 3M | -19.1% | +30.2% | -49.3% | -19.8% |
| 6M | -32.6% | +9.6% | -42.2% | -33.0% |
| YTD | -40.7% | +27.8% | -68.5% | -41.6% |
| 1Y | -48.9% | +60.7% | -109.6% | -54.1% |
| All | -48.9% | +64.8% | -113.7% | -54.1% |
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