+6,161.3%
NKE vs RF
+1,537.4%
+4,623.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -0.9% |
| 7D | -2.0% | +1.3% | -3.3% | -2.3% |
| 30D | -8.6% | -3.6% | -5.0% | -7.8% |
| 3M | -11.0% | +8.1% | -19.1% | -12.7% |
| 6M | -33.2% | +11.5% | -44.7% | -35.0% |
| YTD | -38.1% | +15.6% | -53.7% | -40.3% |
| 1Y | -47.4% | +15.7% | -63.0% | -49.2% |
| 3Y | -59.8% | +86.9% | -146.7% | -65.6% |
| 5Y | -74.2% | +89.8% | -164.0% | -78.3% |
| 10Y | -23.5% | +344.7% | -368.1% | -48.5% |
| All | +6,161.3% | +1,537.4% | +4,623.9% | +1,791.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling