-44.2%
NKE vs REPL
+36.8%
-81.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +5.5% |
| 3M | -6.9% | +44.1% | -51.0% | -8.1% |
| 6M | -8.5% | +313.0% | -321.5% | -14.8% |
| YTD | -38.8% | +125.2% | -164.0% | -43.2% |
| 1Y | -40.6% | +143.8% | -184.3% | -45.1% |
| 3Y | -60.9% | +104.2% | -165.1% | -68.6% |
| 5Y | -75.4% | -34.5% | -40.8% | -78.5% |
| All | -44.2% | +36.8% | -81.0% | -60.1% |
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