+558.6%
QQQ vs NKE
-22.6%
+581.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.7% |
| 7D | -0.6% | -4.2% | +3.6% | +0.9% |
| 30D | -1.2% | -8.2% | +7.0% | +1.6% |
| 3M | -0.2% | -19.1% | +18.9% | +6.8% |
| 6M | +17.9% | -32.6% | +50.6% | +33.4% |
| YTD | +16.6% | -40.7% | +57.4% | +37.8% |
| 1Y | +23.0% | -48.9% | +71.8% | +52.2% |
| 3Y | +92.9% | -59.2% | +152.2% | +146.7% |
| 5Y | +95.6% | -75.3% | +170.9% | +205.4% |
| All | +558.6% | -22.6% | +581.2% | +567.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NKE.
Daily Out/Under-Performance
Portfolio return minus NKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NKE 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 NKE 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