+5,900.4%
NKE vs NTRS
+7,800.3%
-1,899.9%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.1% |
| 7D | -4.2% | +1.4% | -5.5% | -4.6% |
| 30D | -8.2% | -0.7% | -7.5% | -8.0% |
| 3M | -19.1% | +11.3% | -30.4% | -22.2% |
| 6M | -32.6% | +35.5% | -68.2% | -39.6% |
| YTD | -40.7% | +40.6% | -81.3% | -47.6% |
| 1Y | -48.9% | +49.2% | -98.1% | -55.8% |
| 3Y | -59.2% | +167.2% | -226.5% | -71.6% |
| 5Y | -75.3% | +94.9% | -170.3% | -81.1% |
| 10Y | -23.1% | +259.5% | -282.5% | -53.6% |
| All | +5,900.4% | +7,800.3% | -1,899.9% | +934.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling