-9.2%
COST vs NKE
-34.1%
+24.9%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +1.9% | +0.1% |
| 7D | -2.5% | -5.5% | +3.1% | -2.1% |
| 30D | -4.4% | -10.4% | +6.0% | -3.7% |
| 3M | -8.1% | -15.8% | +7.7% | -7.3% |
| 6M | -9.2% | -33.4% | +24.2% | -7.9% |
| All | -9.2% | -34.1% | +24.9% | -7.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling