-13.6%
BKNG vs NKE
-33.0%
+19.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +5.2% | +4.6% | +7.8% |
| 7D | +15.6% | +9.0% | +6.6% | +12.0% |
| 30D | +8.0% | +19.2% | -11.2% | +1.5% |
| 3M | -11.8% | -1.5% | -10.3% | -11.6% |
| 6M | +3.8% | -4.2% | +8.0% | +5.0% |
| YTD | -19.6% | -34.8% | +15.2% | -12.2% |
| 1Y | -13.6% | -31.7% | +18.1% | -7.2% |
| All | -13.6% | -33.0% | +19.4% | -7.2% |
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