-59.2%
NKE vs QSR
+25.8%
-85.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.3% |
| 7D | -4.2% | -4.0% | -0.2% | -2.9% |
| 30D | -8.2% | +2.8% | -10.9% | -9.0% |
| 3M | -19.1% | +5.1% | -24.2% | -20.4% |
| 6M | -32.6% | +8.8% | -41.4% | -34.9% |
| YTD | -40.7% | +14.8% | -55.5% | -43.9% |
| 1Y | -48.9% | +25.7% | -74.6% | -53.0% |
| 3Y | -59.2% | +27.5% | -86.8% | -63.7% |
| All | -59.2% | +25.8% | -85.0% | -63.7% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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