-61.4%
NKE vs RF
+104.8%
-166.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.3% |
| 7D | -0.2% | -0.9% | +0.7% | +0.2% |
| 30D | +12.3% | +6.0% | +6.3% | +10.0% |
| 3M | -7.1% | -8.9% | +1.8% | -4.0% |
| 6M | -10.3% | +2.3% | -12.7% | -11.3% |
| YTD | -37.8% | +7.6% | -45.4% | -39.7% |
| 1Y | -35.6% | +21.2% | -56.8% | -40.3% |
| 3Y | -61.4% | +108.5% | -170.0% | -68.6% |
| All | -61.4% | +104.8% | -166.2% | -68.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling