-47.4%
NKE vs RF
+16.9%
-64.3%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -0.9% |
| 7D | -2.0% | +1.3% | -3.3% | -2.5% |
| 30D | -8.6% | -3.6% | -5.0% | -7.3% |
| 3M | -11.0% | +8.1% | -19.1% | -13.9% |
| 6M | -33.2% | +11.5% | -44.7% | -36.5% |
| YTD | -38.1% | +15.6% | -53.7% | -41.9% |
| 1Y | -47.4% | +15.7% | -63.0% | -53.0% |
| All | -47.4% | +16.9% | -64.3% | -53.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 1y: compounded portfolio wealth divided by compounded RF 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…
1y analysis · Full analysis span regression · 6 months rolling