+5,900.4%
NKE vs NYT
+758.3%
+5,142.1%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.4% |
| 7D | -4.2% | -0.6% | -3.6% | -4.0% |
| 30D | -8.2% | +4.6% | -12.8% | -9.3% |
| 3M | -19.1% | -9.6% | -9.5% | -17.4% |
| 6M | -32.6% | -14.0% | -18.6% | -30.6% |
| YTD | -40.7% | -2.8% | -37.9% | -40.9% |
| 1Y | -48.9% | +15.6% | -64.5% | -51.3% |
| 3Y | -59.2% | +56.3% | -115.5% | -64.5% |
| 5Y | -75.3% | +39.5% | -114.9% | -78.2% |
| 10Y | -23.1% | +488.0% | -511.1% | -54.0% |
| All | +5,900.4% | +758.3% | +5,142.1% | +2,271.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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