-24.0%
NKE vs Z
-2.5%
-21.6%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.0% | -3.5% | -0.3% |
| 7D | -4.2% | -6.0% | +1.9% | -3.0% |
| 30D | -8.2% | -2.3% | -5.9% | -7.9% |
| 3M | -19.1% | -0.6% | -18.5% | -19.3% |
| 6M | -32.6% | -27.6% | -5.0% | -28.7% |
| YTD | -40.7% | -52.4% | +11.6% | -32.3% |
| 1Y | -48.9% | -63.6% | +14.7% | -38.8% |
| 3Y | -59.2% | -36.4% | -22.8% | -57.5% |
| 5Y | -75.3% | -64.6% | -10.7% | -73.2% |
| All | -24.0% | -2.5% | -21.6% | -33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 10y: compounded portfolio wealth divided by compounded Z 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…
10y analysis · Full analysis span regression · 6 months rolling