-72.7%
NKE vs S
-56.8%
-15.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.0% |
| 7D | -2.0% | -7.7% | +5.7% | -0.9% |
| 30D | -8.6% | -5.3% | -3.2% | -8.1% |
| 3M | -11.0% | +20.3% | -31.3% | -14.0% |
| 6M | -33.2% | +47.4% | -80.6% | -37.8% |
| YTD | -38.1% | +32.5% | -70.7% | -41.6% |
| 1Y | -47.4% | +9.5% | -56.9% | -49.0% |
| 3Y | -59.8% | +15.5% | -75.3% | -62.8% |
| 5Y | -74.2% | -71.2% | -3.0% | -74.1% |
| All | -72.7% | -56.8% | -15.9% | -72.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling