+11,601.2%
COST vs NKE
+6,238.5%
+5,362.7%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.1% |
| 7D | -1.2% | -4.2% | +3.0% | -0.1% |
| 30D | -4.7% | -8.2% | +3.5% | -2.6% |
| 3M | -7.1% | -19.1% | +12.0% | -2.1% |
| 6M | -8.5% | -32.6% | +24.1% | +0.4% |
| YTD | +5.4% | -40.7% | +46.1% | +19.4% |
| 1Y | -5.6% | -48.9% | +43.2% | +10.5% |
| 3Y | +68.5% | -59.2% | +127.7% | +101.3% |
| 5Y | +105.2% | -75.3% | +180.6% | +177.1% |
| 10Y | +610.7% | -23.1% | +633.8% | +573.1% |
| All | +11,601.2% | +6,238.5% | +5,362.7% | +3,057.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling