+396.0%
NKE vs QLD
+7,369.0%
-6,973.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.5% | -5.0% | -3.4% |
| 7D | -0.2% | -10.3% | +10.1% | +3.6% |
| 30D | +12.3% | -26.1% | +38.4% | +24.9% |
| 3M | -7.1% | -17.8% | +10.6% | -1.2% |
| 6M | -10.3% | -15.6% | +5.2% | -7.2% |
| YTD | -37.8% | +5.4% | -43.2% | -41.6% |
| 1Y | -35.6% | +5.2% | -40.8% | -39.8% |
| 3Y | -61.4% | +139.4% | -200.9% | -75.4% |
| 5Y | -76.2% | +66.7% | -142.9% | -83.5% |
| 10Y | -10.7% | +1,422.1% | -1,432.7% | -78.2% |
| All | +396.0% | +7,369.0% | -6,973.0% | -51.3% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD 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 QLD 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