-15.8%
NKE vs NVD
-21.7%
+5.8%
-19.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.5% | -6.4% | -2.0% |
| 7D | -5.5% | +9.0% | -14.6% | -5.6% |
| 30D | -10.4% | -5.5% | -5.0% | -10.5% |
| 3M | -15.8% | -24.6% | +8.8% | -17.0% |
| All | -15.8% | -21.7% | +5.8% | -17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 3mo: compounded portfolio wealth divided by compounded NVD 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…
3mo analysis · Full analysis span regression · Available span rolling