-31.7%
NKE vs NVDL
-23.5%
-8.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -6.1% | +11.3% | +5.1% |
| 7D | +9.0% | -14.0% | +23.0% | +8.7% |
| 30D | +19.2% | -31.2% | +50.4% | +18.6% |
| 3M | -1.5% | -15.5% | +14.0% | -1.9% |
| 6M | -4.2% | -10.3% | +6.1% | -4.4% |
| YTD | -34.8% | -5.8% | -29.0% | -35.6% |
| 1Y | -31.7% | -20.1% | -11.6% | -32.3% |
| All | -31.7% | -23.5% | -8.2% | -32.3% |
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