-75.0%
NKE vs REPL
-54.7%
-20.3%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.2% | +0.2% | -1.9% |
| 7D | -2.3% | -9.6% | +7.2% | -2.2% |
| 30D | -10.4% | +5.7% | -16.1% | -10.5% |
| 3M | -15.5% | +56.4% | -71.8% | -16.5% |
| 6M | -32.6% | +67.4% | -100.1% | -34.7% |
| YTD | -39.8% | +48.7% | -88.5% | -41.6% |
| 1Y | -47.6% | +148.3% | -195.9% | -50.7% |
| 3Y | -59.0% | -26.7% | -32.3% | -61.2% |
| All | -75.0% | -54.7% | -20.3% | -75.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling