-24.0%
NKE vs ZBRA
+435.2%
-459.3%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.4% | -0.1% |
| 7D | -4.2% | -3.4% | -0.8% | -3.1% |
| 30D | -8.2% | -7.4% | -0.8% | -6.0% |
| 3M | -19.1% | +57.5% | -76.6% | -32.0% |
| 6M | -32.6% | +64.0% | -96.6% | -44.6% |
| YTD | -40.7% | +44.3% | -85.0% | -49.4% |
| 1Y | -48.9% | +10.9% | -59.7% | -52.5% |
| 3Y | -59.2% | +37.5% | -96.8% | -66.2% |
| 5Y | -75.3% | -39.7% | -35.7% | -74.0% |
| All | -24.0% | +435.2% | -459.3% | -50.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 ZBRA 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