-6.4%
T vs NKE
-33.0%
+26.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.2% | -3.2% | +1.6% |
| 7D | +5.5% | +9.0% | -3.5% | +4.6% |
| 30D | -8.9% | +19.2% | -28.2% | -10.0% |
| 3M | -5.6% | -1.5% | -4.1% | -6.0% |
| 6M | -14.3% | -4.2% | -10.1% | -14.7% |
| YTD | -7.9% | -34.8% | +26.8% | -7.2% |
| 1Y | -6.4% | -31.7% | +25.3% | -7.1% |
| All | -6.4% | -33.0% | +26.6% | -7.1% |
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