-58.2%
NKE vs P
+159.9%
-218.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.4% | -0.9% |
| 7D | -0.1% | +7.8% | -7.9% | -0.5% |
| 30D | -7.7% | +12.3% | -20.0% | -8.5% |
| 3M | -10.9% | +37.1% | -48.0% | -13.2% |
| 6M | -31.9% | +66.1% | -97.9% | -35.2% |
| YTD | -38.6% | +50.9% | -89.6% | -41.3% |
| 1Y | -46.9% | +27.2% | -74.1% | -49.0% |
| 3Y | -58.2% | +158.7% | -216.8% | -63.3% |
| All | -58.2% | +159.9% | -218.0% | -63.3% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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