-59.2%
NKE vs NTR
+36.8%
-96.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.5% |
| 7D | -4.2% | -1.3% | -2.9% | -4.1% |
| 30D | -8.2% | +16.8% | -25.0% | -9.4% |
| 3M | -19.1% | +20.7% | -39.8% | -20.5% |
| 6M | -32.6% | +0.5% | -33.2% | -32.7% |
| YTD | -40.7% | +29.2% | -69.9% | -42.9% |
| 1Y | -48.9% | +39.6% | -88.4% | -51.5% |
| 3Y | -59.2% | +37.9% | -97.1% | -62.8% |
| All | -59.2% | +36.8% | -96.0% | -62.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling