-45.9%
NKE vs REPL
-19.2%
-26.7%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +2.9% | +0.6% |
| 7D | -4.2% | -14.1% | +9.9% | -3.8% |
| 30D | -8.2% | -15.2% | +7.0% | -7.8% |
| 3M | -19.1% | +49.9% | -69.0% | -21.2% |
| 6M | -32.6% | +63.5% | -96.2% | -36.8% |
| YTD | -40.7% | +32.9% | -73.6% | -44.0% |
| 1Y | -48.9% | +115.0% | -163.8% | -53.9% |
| 3Y | -59.2% | -34.7% | -24.5% | -64.5% |
| 5Y | -75.3% | -59.7% | -15.7% | -78.2% |
| All | -45.9% | -19.2% | -26.7% | -60.7% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 10y: compounded portfolio wealth divided by compounded REPL 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…
10y analysis · Full analysis span regression · 6 months rolling