-59.2%
NKE vs NSC
+73.4%
-132.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.8% |
| 7D | -4.2% | -2.8% | -1.4% | -3.2% |
| 30D | -8.2% | -4.5% | -3.7% | -6.7% |
| 3M | -19.1% | +3.5% | -22.6% | -20.4% |
| 6M | -32.6% | +8.5% | -41.2% | -35.3% |
| YTD | -40.7% | +12.3% | -53.1% | -43.9% |
| 1Y | -48.9% | +18.9% | -67.8% | -52.7% |
| 3Y | -59.2% | +74.1% | -133.4% | -67.6% |
| All | -59.2% | +73.4% | -132.6% | -67.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 3y: compounded portfolio wealth divided by compounded NSC 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…
3y analysis · Full analysis span regression · 6 months rolling