-21.9%
NKE vs RF
+334.5%
-356.4%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.8% |
| 7D | -2.3% | -0.1% | -2.2% | -2.3% |
| 30D | -10.4% | -4.0% | -6.3% | -9.1% |
| 3M | -15.5% | +5.6% | -21.0% | -17.2% |
| 6M | -32.6% | +13.1% | -45.7% | -35.7% |
| YTD | -39.8% | +13.6% | -53.4% | -42.7% |
| 1Y | -47.6% | +16.0% | -63.5% | -50.5% |
| 3Y | -59.0% | +90.2% | -149.2% | -68.1% |
| 5Y | -74.9% | +87.0% | -161.9% | -80.7% |
| 10Y | -21.9% | +338.5% | -360.4% | -55.5% |
| All | -21.9% | +334.5% | -356.4% | -55.5% |
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