-44.8%
NKE vs Q
+75.4%
-120.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.7% | -0.2% | -2.0% |
| 7D | -5.5% | +4.1% | -9.6% | -5.4% |
| 30D | -10.4% | -10.7% | +0.3% | -10.6% |
| 3M | -15.8% | -11.7% | -4.1% | -16.3% |
| 6M | -33.4% | +8.3% | -41.7% | -35.0% |
| YTD | -41.0% | +51.3% | -92.3% | -41.7% |
| All | -44.8% | +75.4% | -120.2% | -46.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling