-48.9%
NKE vs XYZ
+7.1%
-56.0%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | -4.2% | -4.3% | +0.1% | -3.3% |
| 30D | -8.2% | +1.2% | -9.4% | -8.5% |
| 3M | -19.1% | +14.6% | -33.7% | -21.5% |
| 6M | -32.6% | +22.6% | -55.2% | -35.8% |
| YTD | -40.7% | +21.7% | -62.4% | -43.5% |
| 1Y | -48.9% | +6.7% | -55.6% | -49.1% |
| All | -48.9% | +7.1% | -56.0% | -49.1% |
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