+26.4%
NKE vs USFR
+27.6%
-1.2%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -2.3% | +0.1% | -2.4% | -2.4% |
| 30D | -10.4% | +0.3% | -10.6% | -10.5% |
| 3M | -15.5% | +1.0% | -16.4% | -15.9% |
| 6M | -32.6% | +1.9% | -34.6% | -33.3% |
| YTD | -39.8% | +2.7% | -42.5% | -40.7% |
| 1Y | -47.6% | +4.0% | -51.6% | -48.7% |
| 3Y | -59.0% | +14.0% | -73.0% | -61.9% |
| 5Y | -74.9% | +20.4% | -95.4% | -77.5% |
| 10Y | -21.9% | +28.0% | -49.9% | -32.2% |
| All | +26.4% | +27.6% | -1.2% | +11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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