-27.1%
NKE vs P
+485.4%
-512.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.4% | -2.3% | -1.2% |
| 7D | -2.0% | +6.5% | -8.5% | -3.0% |
| 30D | -8.6% | +18.8% | -27.4% | -11.5% |
| 3M | -11.0% | +26.7% | -37.8% | -15.5% |
| 6M | -33.2% | +62.2% | -95.4% | -39.9% |
| YTD | -38.1% | +48.5% | -86.6% | -43.8% |
| 1Y | -47.4% | +26.4% | -73.8% | -51.7% |
| 3Y | -59.8% | +159.4% | -219.2% | -69.7% |
| 5Y | -74.2% | +275.8% | -350.0% | -82.4% |
| 10Y | -23.5% | +732.0% | -755.5% | -54.8% |
| All | -27.1% | +485.4% | -512.5% | -57.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling