-31.9%
NKE vs XYZ
+606.0%
-637.9%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.5% | -1.9% |
| 7D | -5.5% | -5.2% | -0.4% | -4.5% |
| 30D | -10.4% | 0.0% | -10.4% | -10.5% |
| 3M | -15.8% | +18.7% | -34.5% | -19.1% |
| 6M | -33.4% | +20.5% | -54.0% | -36.4% |
| YTD | -41.0% | +21.5% | -62.5% | -44.2% |
| 1Y | -49.1% | +7.2% | -56.3% | -50.7% |
| 3Y | -59.8% | +49.0% | -108.8% | -65.6% |
| 5Y | -75.5% | -68.1% | -7.4% | -73.4% |
| 10Y | -23.5% | +601.6% | -625.1% | -50.8% |
| All | -31.9% | +606.0% | -637.9% | -57.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling