-59.2%
NKE vs TRU
-1.3%
-57.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.2% |
| 7D | -4.2% | -2.7% | -1.4% | -3.5% |
| 30D | -8.2% | -2.0% | -6.2% | -7.8% |
| 3M | -19.1% | +18.4% | -37.5% | -22.7% |
| 6M | -32.6% | +8.9% | -41.5% | -34.5% |
| YTD | -40.7% | -8.9% | -31.8% | -40.1% |
| 1Y | -48.9% | -15.9% | -33.0% | -47.4% |
| 3Y | -59.2% | -1.1% | -58.2% | -59.5% |
| All | -59.2% | -1.3% | -57.9% | -59.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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