-67.9%
NKE vs PL
+84.9%
-152.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.9% |
| 7D | -2.0% | -9.3% | +7.3% | -1.3% |
| 30D | -8.6% | -18.9% | +10.3% | -7.1% |
| 3M | -11.0% | -58.4% | +47.3% | -5.0% |
| 6M | -33.2% | -30.3% | -2.9% | -33.3% |
| YTD | -38.1% | -8.1% | -30.0% | -40.5% |
| 1Y | -47.4% | +180.5% | -227.9% | -56.9% |
| 3Y | -59.8% | +444.1% | -503.9% | -72.1% |
| 5Y | -74.2% | +83.0% | -157.3% | -80.8% |
| All | -67.9% | +84.9% | -152.8% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling