-34.3%
NKE vs PL
+7.9%
-42.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.7% | -2.3% | -3.1% |
| 7D | +0.5% | +5.6% | -5.1% | +0.8% |
| 30D | +11.4% | -16.9% | +28.3% | +10.7% |
| 3M | -7.2% | -38.2% | +31.0% | -8.9% |
| 6M | -10.7% | -63.4% | +52.8% | -13.5% |
| YTD | -37.7% | -27.6% | -10.1% | -37.2% |
| 1Y | -34.3% | +6.6% | -40.9% | -34.6% |
| All | -34.3% | +7.9% | -42.2% | -34.6% |
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