+6,192.3%
NKE vs RF
+1,423.8%
+4,768.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.4% |
| 7D | -0.2% | -0.9% | +0.7% | 0.0% |
| 30D | +12.3% | +6.0% | +6.3% | +10.9% |
| 3M | -7.1% | -8.9% | +1.8% | -5.2% |
| 6M | -10.3% | +2.3% | -12.7% | -10.9% |
| YTD | -37.8% | +7.6% | -45.4% | -39.0% |
| 1Y | -35.6% | +21.2% | -56.8% | -38.5% |
| 3Y | -61.4% | +108.5% | -170.0% | -67.7% |
| 5Y | -76.2% | +43.2% | -119.4% | -78.6% |
| 10Y | -10.7% | +288.1% | -298.7% | -38.0% |
| All | +6,192.3% | +1,423.8% | +4,768.5% | +1,832.4% |
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