+69.5%
T vs NKE
-75.0%
+144.6%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.5% | +1.5% | +2.0% |
| 7D | +1.5% | -4.2% | +5.6% | +1.8% |
| 30D | +7.5% | -8.2% | +15.7% | +8.2% |
| 3M | +14.8% | -19.1% | +33.9% | +16.6% |
| 6M | -1.7% | -32.6% | +30.9% | +1.1% |
| YTD | +8.7% | -40.7% | +49.4% | +12.8% |
| 1Y | -7.5% | -48.9% | +41.4% | -2.9% |
| 3Y | +110.2% | -59.2% | +169.5% | +124.0% |
| All | +69.5% | -75.0% | +144.6% | +87.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling