+107.7%
COST vs NKE
-75.0%
+182.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.2% |
| 7D | -1.2% | -4.2% | +3.0% | -0.4% |
| 30D | -4.7% | -8.2% | +3.5% | -3.2% |
| 3M | -7.1% | -19.1% | +12.0% | -3.6% |
| 6M | -8.5% | -32.6% | +24.1% | -2.1% |
| YTD | +5.4% | -40.7% | +46.1% | +15.5% |
| 1Y | -5.6% | -48.9% | +43.2% | +6.2% |
| 3Y | +68.5% | -59.2% | +127.7% | +93.2% |
| All | +107.7% | -75.0% | +182.7% | +180.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling