-59.2%
NKE vs NVD
-99.1%
+39.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.5% |
| 7D | -4.2% | +10.8% | -15.0% | -3.8% |
| 30D | -8.2% | +0.8% | -9.0% | -8.1% |
| 3M | -19.1% | -20.8% | +1.8% | -19.6% |
| 6M | -32.6% | -41.2% | +8.5% | -33.7% |
| YTD | -40.7% | -44.2% | +3.5% | -41.6% |
| 1Y | -48.9% | -54.2% | +5.3% | -50.0% |
| 3Y | -59.2% | -99.1% | +39.9% | -65.7% |
| All | -59.2% | -99.1% | +39.9% | -65.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling