+1,302.2%
NKE vs NTAP
+23,312.9%
-22,010.7%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.3% | +0.4% | -1.7% |
| 7D | -2.3% | +2.2% | -4.5% | -2.6% |
| 30D | -10.4% | -7.0% | -3.3% | -9.6% |
| 3M | -15.5% | +12.3% | -27.8% | -17.0% |
| 6M | -32.6% | +85.1% | -117.8% | -38.4% |
| YTD | -39.8% | +74.8% | -114.6% | -44.6% |
| 1Y | -47.6% | +52.7% | -100.3% | -50.9% |
| 3Y | -59.0% | +147.7% | -206.7% | -64.2% |
| 5Y | -74.9% | +124.8% | -199.7% | -77.9% |
| 10Y | -21.9% | +589.7% | -611.6% | -40.2% |
| All | +1,302.2% | +23,312.9% | -22,010.7% | +630.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling