-68.4%
NKE vs PL
+41.8%
-110.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.1% | +1.6% | -1.2% |
| 7D | -4.6% | +22.3% | -26.8% | -6.2% |
| 30D | +6.9% | -8.3% | +15.2% | +7.3% |
| 3M | -5.8% | -43.3% | +37.5% | -1.8% |
| 6M | -9.1% | -65.8% | +56.7% | -2.0% |
| YTD | -39.2% | -29.5% | -9.7% | -40.5% |
| 1Y | -39.2% | +11.7% | -51.0% | -44.3% |
| 3Y | -61.8% | +540.6% | -602.4% | -74.8% |
| 5Y | -75.5% | +32.9% | -108.4% | -81.5% |
| All | -68.4% | +41.8% | -110.3% | -76.1% |
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