+4.5%
QQQM vs NKE
-33.3%
+37.8%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -2.3% | -4.0% | -6.3% |
| 7D | -9.4% | +3.0% | -12.4% | -9.4% |
| 30D | -14.7% | +14.3% | -29.0% | -15.1% |
| 3M | -9.6% | -5.8% | -3.7% | -9.2% |
| 6M | -4.7% | -6.3% | +1.6% | -4.3% |
| YTD | +5.9% | -36.3% | +42.2% | +7.1% |
| 1Y | +4.5% | -34.2% | +38.7% | +5.6% |
| All | +4.5% | -33.3% | +37.8% | +5.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling