-61.4%
NKE vs PL
+455.3%
-516.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +10.4% | -12.8% | -2.9% |
| 7D | -0.2% | -6.8% | +6.6% | 0.0% |
| 30D | +12.3% | -29.3% | +41.6% | +13.9% |
| 3M | -7.1% | -44.8% | +37.6% | -4.9% |
| 6M | -10.3% | -68.4% | +58.1% | -6.1% |
| YTD | -37.8% | -36.4% | -1.5% | -38.8% |
| 1Y | -35.6% | +0.7% | -36.3% | -39.6% |
| 3Y | -61.4% | +455.3% | -516.7% | -71.3% |
| All | -61.4% | +455.3% | -516.7% | -71.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling