-12.8%
BKNG vs NKE
-46.9%
+34.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | 0.0% | -0.6% |
| 7D | -6.0% | -2.0% | -4.0% | -5.4% |
| 30D | -6.6% | -8.6% | +1.9% | -4.1% |
| 3M | +15.7% | -11.0% | +26.7% | +19.7% |
| 6M | +14.1% | -33.2% | +47.4% | +24.1% |
| YTD | -9.3% | -38.1% | +28.8% | +0.2% |
| 1Y | -12.8% | -47.4% | +34.6% | -4.2% |
| All | -12.8% | -46.9% | +34.2% | -4.2% |
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 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