+1,564.8%
QQQ vs NKE
+662.4%
+902.4%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.7% | +0.4% |
| 7D | +1.0% | -2.3% | +3.3% | +1.8% |
| 30D | -0.6% | -10.4% | +9.7% | +3.1% |
| 3M | +1.3% | -15.5% | +16.8% | +6.9% |
| 6M | +18.1% | -32.6% | +50.8% | +34.1% |
| YTD | +16.9% | -39.8% | +56.7% | +37.8% |
| 1Y | +24.0% | -47.6% | +71.6% | +52.3% |
| 3Y | +95.6% | -59.0% | +154.6% | +150.3% |
| 5Y | +94.5% | -74.9% | +169.4% | +195.8% |
| 10Y | +571.7% | -21.9% | +593.6% | +542.1% |
| All | +1,564.8% | +662.4% | +902.4% | +604.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling