+1,622.6%
T vs NKE
+6,443.4%
-4,820.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.1% |
| 7D | +2.5% | -1.6% | +4.1% | +2.8% |
| 30D | -3.8% | +7.6% | -11.4% | -5.1% |
| 3M | -8.7% | -6.9% | -1.9% | -7.6% |
| 6M | -8.1% | -8.5% | +0.4% | -7.0% |
| YTD | -6.4% | -38.8% | +32.3% | +1.6% |
| 1Y | -9.8% | -40.6% | +30.8% | -1.6% |
| 3Y | +65.5% | -60.9% | +126.4% | +89.8% |
| 5Y | +57.0% | -75.4% | +132.3% | +94.4% |
| 10Y | +60.8% | -13.5% | +74.3% | +50.0% |
| All | +1,622.6% | +6,443.4% | -4,820.8% | +637.0% |
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