-31.7%
NKE vs S
+36.5%
-68.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.6% | +3.6% | +5.1% |
| 7D | +9.0% | -8.2% | +17.2% | +9.5% |
| 30D | +19.2% | -7.6% | +26.9% | +19.7% |
| 3M | -1.5% | +12.0% | -13.4% | -2.5% |
| 6M | -4.2% | +50.6% | -54.8% | -7.2% |
| YTD | -34.8% | +56.6% | -91.4% | -37.9% |
| 1Y | -31.7% | +39.2% | -70.9% | -34.8% |
| All | -31.7% | +36.5% | -68.2% | -34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 1y: compounded portfolio wealth divided by compounded S 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…
1y analysis · Full analysis span regression · 6 months rolling