-74.7%
NKE vs XYZ
-68.2%
-6.6%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | -4.2% | -4.3% | +0.1% | -3.2% |
| 30D | -8.2% | +1.2% | -9.4% | -8.6% |
| 3M | -19.1% | +14.6% | -33.7% | -21.9% |
| 6M | -32.6% | +22.6% | -55.2% | -36.2% |
| YTD | -40.7% | +21.7% | -62.4% | -44.2% |
| 1Y | -48.9% | +6.7% | -55.6% | -50.6% |
| 3Y | -59.2% | +46.8% | -106.1% | -65.8% |
| All | -74.7% | -68.2% | -6.6% | -73.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling