-61.6%
NKE vs QS
-47.4%
-14.2%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.9% |
| 7D | -5.5% | -5.0% | -0.6% | -5.3% |
| 30D | -10.4% | -18.3% | +7.9% | -9.5% |
| 3M | -15.8% | -26.0% | +10.2% | -14.7% |
| 6M | -33.4% | -24.0% | -9.4% | -32.8% |
| YTD | -41.0% | -50.3% | +9.3% | -39.2% |
| 1Y | -49.1% | -38.0% | -11.1% | -48.6% |
| 3Y | -59.8% | -24.6% | -35.2% | -61.6% |
| 5Y | -75.5% | -75.4% | 0.0% | -76.3% |
| All | -61.6% | -47.4% | -14.2% | -59.3% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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