-20.2%
BKNG vs NKE
-49.2%
+29.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.5% | +1.1% |
| 7D | -10.7% | -5.5% | -5.1% | -9.0% |
| 30D | -18.1% | -10.4% | -7.7% | -15.2% |
| 3M | +8.5% | -15.8% | +24.3% | +14.2% |
| 6M | -0.1% | -33.4% | +33.4% | +9.4% |
| YTD | -18.2% | -41.0% | +22.8% | -8.2% |
| All | -20.2% | -49.2% | +29.0% | -10.9% |
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