-60.9%
NKE vs REPL
+97.7%
-158.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.6% |
| 7D | -1.6% | +1.2% | -2.8% | -1.6% |
| 30D | +7.6% | +92.2% | -84.6% | +7.7% |
| 3M | -6.9% | +44.1% | -51.0% | -6.9% |
| 6M | -8.5% | +313.0% | -321.5% | -8.5% |
| YTD | -38.8% | +125.2% | -164.0% | -38.8% |
| 1Y | -40.6% | +143.8% | -184.3% | -40.6% |
| 3Y | -60.9% | +104.2% | -165.1% | -62.4% |
| All | -60.9% | +97.7% | -158.7% | -62.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling