-74.0%
NKE vs RF
+89.9%
-164.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.3% |
| 7D | -0.1% | +2.7% | -2.7% | -1.1% |
| 30D | -7.7% | -3.4% | -4.3% | -6.5% |
| 3M | -10.9% | +6.4% | -17.3% | -13.1% |
| 6M | -31.9% | +13.4% | -45.3% | -35.3% |
| YTD | -38.6% | +14.2% | -52.9% | -41.9% |
| 1Y | -46.9% | +15.7% | -62.6% | -50.1% |
| 3Y | -58.2% | +91.3% | -149.5% | -68.2% |
| 5Y | -74.0% | +89.8% | -163.8% | -79.5% |
| All | -74.0% | +89.9% | -164.0% | -79.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling