+29.3%
V vs NKE
-33.0%
+62.3%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +5.2% | -1.4% | +2.9% |
| 7D | +9.0% | +9.0% | 0.0% | +7.4% |
| 30D | +18.1% | +19.2% | -1.1% | +14.8% |
| 3M | +18.3% | -1.5% | +19.8% | +18.1% |
| 6M | +34.1% | -4.2% | +38.3% | +34.0% |
| YTD | +25.2% | -34.8% | +60.0% | +31.5% |
| 1Y | +29.3% | -31.7% | +61.0% | +33.7% |
| All | +29.3% | -33.0% | +62.3% | +33.7% |
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