-46.9%
NKE vs PL
+131.1%
-178.1%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.8% |
| 7D | -0.1% | -7.5% | +7.5% | -0.3% |
| 30D | -7.7% | -25.6% | +17.9% | -8.4% |
| 3M | -10.9% | -45.6% | +34.7% | -12.1% |
| 6M | -31.9% | -29.5% | -2.3% | -32.0% |
| YTD | -38.6% | -9.7% | -28.9% | -39.1% |
| 1Y | -46.9% | +84.4% | -131.3% | -50.5% |
| All | -46.9% | +131.1% | -178.1% | -50.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling