-12.5%
NKE vs RF
+223.4%
-235.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | +0.2% |
| 7D | -1.6% | +1.9% | -3.5% | -2.2% |
| 30D | +7.6% | +7.3% | +0.3% | +5.0% |
| 3M | -6.9% | -7.9% | +1.0% | -4.1% |
| 6M | -8.5% | +10.5% | -19.0% | -11.9% |
| YTD | -38.8% | +9.6% | -48.4% | -41.0% |
| 1Y | -40.6% | +20.3% | -60.9% | -44.6% |
| 3Y | -60.9% | +119.5% | -180.4% | -71.1% |
| 5Y | -75.4% | +48.2% | -123.6% | -79.6% |
| All | -12.5% | +223.4% | -235.9% | -46.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling