-31.7%
NKE vs NTR
+36.7%
-68.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +4.0% | +1.3% | +5.2% |
| 7D | +9.0% | +4.3% | +4.6% | +9.0% |
| 30D | +19.2% | +2.6% | +16.7% | +19.2% |
| 3M | -1.5% | +8.5% | -10.0% | -1.2% |
| 6M | -4.2% | -3.3% | -0.8% | -4.2% |
| YTD | -34.8% | +19.6% | -54.4% | -35.7% |
| 1Y | -31.7% | +37.6% | -69.3% | -35.1% |
| All | -31.7% | +36.7% | -68.4% | -35.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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