-47.4%
NKE vs XYZ
+9.3%
-56.6%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.2% | -0.8% |
| 7D | -2.0% | -1.0% | -1.0% | -1.8% |
| 30D | -8.6% | -1.7% | -6.9% | -8.4% |
| 3M | -11.0% | +16.7% | -27.8% | -14.1% |
| 6M | -33.2% | +26.9% | -60.1% | -36.8% |
| YTD | -38.1% | +27.1% | -65.3% | -41.6% |
| 1Y | -47.4% | +9.3% | -56.6% | -47.8% |
| All | -47.4% | +9.3% | -56.6% | -47.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 1y: compounded portfolio wealth divided by compounded XYZ 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…
1y analysis · Full analysis span regression · 6 months rolling