-68.2%
NKE vs PL
+81.7%
-149.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.6% |
| 7D | -0.1% | -7.5% | +7.5% | +0.5% |
| 30D | -7.7% | -25.6% | +17.9% | -5.5% |
| 3M | -10.9% | -45.6% | +34.7% | -6.8% |
| 6M | -31.9% | -29.5% | -2.3% | -32.0% |
| YTD | -38.6% | -9.7% | -28.9% | -40.9% |
| 1Y | -46.9% | +84.4% | -131.3% | -53.7% |
| 3Y | -58.2% | +550.0% | -608.2% | -71.8% |
| 5Y | -74.0% | +79.0% | -153.0% | -80.6% |
| All | -68.2% | +81.7% | -149.9% | -76.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 10y: compounded portfolio wealth divided by compounded PL 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…
10y analysis · Full analysis span regression · 6 months rolling