-40.6%
NKE vs PL
+12.6%
-53.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.3% | +0.6% |
| 7D | -1.6% | +10.0% | -11.6% | -1.2% |
| 30D | +7.6% | -2.3% | +9.9% | +7.6% |
| 3M | -6.9% | -44.2% | +37.3% | -8.7% |
| 6M | -8.5% | -66.1% | +57.6% | -11.2% |
| YTD | -38.8% | -30.0% | -8.8% | -39.2% |
| 1Y | -40.6% | +21.0% | -61.6% | -43.5% |
| All | -40.6% | +12.6% | -53.1% | -43.5% |
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