+6,205.3%
NKE vs RF
+1,444.8%
+4,760.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.8% | -2.2% | -2.9% |
| 7D | +0.5% | +0.3% | +0.1% | +0.4% |
| 30D | +11.4% | +6.2% | +5.2% | +10.0% |
| 3M | -7.2% | -7.8% | +0.7% | -5.4% |
| 6M | -10.7% | +5.9% | -16.6% | -11.9% |
| YTD | -37.7% | +9.0% | -46.7% | -39.0% |
| 1Y | -34.3% | +19.3% | -53.6% | -37.0% |
| 3Y | -60.9% | +116.4% | -177.4% | -67.6% |
| 5Y | -74.8% | +46.0% | -120.9% | -77.4% |
| 10Y | -11.2% | +239.8% | -251.0% | -36.7% |
| All | +6,205.3% | +1,444.8% | +4,760.5% | +1,830.6% |
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 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