+404.4%
NKE vs QID
-100.0%
+504.4%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.5% | -2.5% | -1.8% |
| 7D | -2.3% | -1.9% | -0.4% | -3.0% |
| 30D | -10.4% | +1.7% | -12.1% | -9.7% |
| 3M | -15.5% | -3.9% | -11.6% | -16.2% |
| 6M | -32.6% | -30.0% | -2.6% | -40.6% |
| YTD | -39.8% | -28.2% | -11.6% | -46.2% |
| 1Y | -47.6% | -35.6% | -11.9% | -54.9% |
| 3Y | -59.0% | -74.3% | +15.3% | -73.4% |
| 5Y | -74.9% | -80.8% | +5.9% | -83.1% |
| 10Y | -21.9% | -99.2% | +77.2% | -81.0% |
| All | +404.4% | -100.0% | +504.4% | -56.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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