-47.4%
NKE vs NVDL
+42.2%
-89.5%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.6% | -2.6% | -1.0% |
| 7D | -2.0% | +11.7% | -13.7% | -2.0% |
| 30D | -8.6% | +7.8% | -16.4% | -8.6% |
| 3M | -11.0% | +3.3% | -14.3% | -11.1% |
| 6M | -33.2% | +38.9% | -72.1% | -33.3% |
| YTD | -38.1% | +28.5% | -66.6% | -38.6% |
| 1Y | -47.4% | +40.6% | -88.0% | -48.6% |
| All | -47.4% | +42.2% | -89.5% | -48.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDL.
Daily Out/Under-Performance
Portfolio return minus NVDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDL 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 NVDL 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