+6,112.4%
NKE vs TECH
+100,886.2%
-94,773.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.8% |
| 7D | -0.1% | +0.2% | -0.2% | -0.1% |
| 30D | -7.7% | +0.1% | -7.8% | -7.7% |
| 3M | -10.9% | +37.5% | -48.4% | -16.0% |
| 6M | -31.9% | +34.6% | -66.4% | -36.0% |
| YTD | -38.6% | +23.5% | -62.1% | -41.6% |
| 1Y | -46.9% | +34.4% | -81.3% | -50.3% |
| 3Y | -58.2% | +2.3% | -60.4% | -59.7% |
| 5Y | -74.0% | -41.7% | -32.3% | -72.8% |
| 10Y | -21.6% | +177.6% | -199.2% | -35.3% |
| All | +6,112.4% | +100,886.2% | -94,773.8% | +2,057.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 TECH 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