-59.4%
NKE vs S
+15.8%
-75.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.9% | -3.9% | -2.2% |
| 7D | -5.5% | +0.1% | -5.6% | -5.6% |
| 30D | -10.4% | -11.8% | +1.4% | -9.2% |
| 3M | -15.8% | +33.9% | -49.8% | -19.5% |
| 6M | -33.4% | +40.1% | -73.5% | -37.0% |
| YTD | -41.0% | +32.1% | -73.1% | -43.9% |
| 1Y | -49.1% | +11.0% | -60.1% | -50.5% |
| All | -59.4% | +15.8% | -75.2% | -62.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling