-43.6%
NKE vs REPL
-6.0%
-37.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.7% | -0.9% |
| 7D | -2.0% | -3.0% | +1.0% | -1.9% |
| 30D | -8.6% | +27.1% | -35.7% | -9.3% |
| 3M | -11.0% | +52.4% | -63.4% | -13.3% |
| 6M | -33.2% | +107.4% | -140.7% | -37.9% |
| YTD | -38.1% | +54.7% | -92.9% | -41.8% |
| 1Y | -47.4% | +158.9% | -206.2% | -52.9% |
| 3Y | -59.8% | -23.7% | -36.0% | -65.2% |
| 5Y | -74.2% | -54.3% | -19.9% | -77.3% |
| All | -43.6% | -6.0% | -37.6% | -59.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling