-59.2%
NKE vs NTAP
+165.5%
-224.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +8.5% | -8.0% | -1.2% |
| 7D | -4.2% | +7.4% | -11.5% | -5.6% |
| 30D | -8.2% | -1.4% | -6.8% | -8.1% |
| 3M | -19.1% | +24.6% | -43.6% | -23.2% |
| 6M | -32.6% | +105.9% | -138.5% | -45.0% |
| YTD | -40.7% | +88.5% | -129.2% | -50.5% |
| 1Y | -48.9% | +62.1% | -111.0% | -55.5% |
| 3Y | -59.2% | +169.1% | -228.3% | -69.4% |
| All | -59.2% | +165.5% | -224.7% | -69.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 NTAP 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