-44.6%
NKE vs Q
+79.8%
-124.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.5% | -2.0% | +0.6% |
| 7D | -4.2% | +4.9% | -9.1% | -4.0% |
| 30D | -8.2% | -11.0% | +2.8% | -8.3% |
| 3M | -19.1% | -15.2% | -3.9% | -19.2% |
| 6M | -32.6% | +8.8% | -41.5% | -34.1% |
| YTD | -40.7% | +55.1% | -95.8% | -41.3% |
| All | -44.6% | +79.8% | -124.3% | -46.5% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 10y: compounded portfolio wealth divided by compounded Q 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…
10y analysis · Full analysis span regression · 6 months rolling