-47.4%
NKE vs NTRS
+47.2%
-94.5%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -2.0% | +0.4% | -2.4% | -2.1% |
| 30D | -8.6% | +1.7% | -10.3% | -9.0% |
| 3M | -11.0% | +8.9% | -19.9% | -13.3% |
| 6M | -33.2% | +30.6% | -63.8% | -38.4% |
| YTD | -38.1% | +38.7% | -76.8% | -43.9% |
| 1Y | -47.4% | +48.1% | -95.5% | -52.8% |
| All | -47.4% | +47.2% | -94.5% | -52.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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