-21.3%
NKE vs USFD
+346.4%
-367.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | -0.1% | -1.1% |
| 7D | -4.6% | +1.3% | -5.9% | -4.9% |
| 30D | +6.9% | +10.6% | -3.7% | +3.9% |
| 3M | -5.8% | -2.4% | -3.4% | -5.2% |
| 6M | -9.1% | +28.9% | -38.0% | -15.7% |
| YTD | -39.2% | +43.7% | -82.9% | -45.8% |
| 1Y | -39.2% | +48.5% | -87.7% | -46.5% |
| 3Y | -61.8% | +154.7% | -216.6% | -71.5% |
| 5Y | -75.5% | +218.4% | -293.9% | -83.0% |
| 10Y | -14.0% | +360.6% | -374.6% | -49.4% |
| All | -21.3% | +346.4% | -367.7% | -53.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 USFD 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