-74.9%
NKE vs P
+274.2%
-349.1%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.0% | +2.1% | -1.5% |
| 7D | -2.3% | +5.0% | -7.3% | -2.9% |
| 30D | -10.4% | -0.9% | -9.4% | -10.6% |
| 3M | -15.5% | +38.7% | -54.1% | -19.9% |
| 6M | -32.6% | +54.4% | -87.0% | -38.0% |
| YTD | -39.8% | +44.8% | -84.7% | -44.4% |
| 1Y | -47.6% | +22.5% | -70.1% | -51.1% |
| 3Y | -59.0% | +148.2% | -207.2% | -69.5% |
| 5Y | -74.9% | +268.9% | -343.8% | -83.7% |
| All | -74.9% | +274.2% | -349.1% | -83.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling