+22.7%
DIS vs NKE
-23.0%
+45.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.0% | +3.5% | +2.4% |
| 7D | -1.3% | -5.5% | +4.3% | +1.0% |
| 30D | +2.2% | -10.4% | +12.6% | +6.7% |
| 3M | +8.1% | -15.8% | +23.9% | +15.6% |
| 6M | +5.2% | -33.4% | +38.7% | +22.4% |
| YTD | -6.3% | -41.0% | +34.7% | +14.5% |
| 1Y | -7.3% | -49.1% | +41.8% | +19.2% |
| 3Y | +33.8% | -59.8% | +93.6% | +79.9% |
| 5Y | -40.7% | -75.5% | +34.7% | -2.3% |
| All | +22.7% | -23.0% | +45.6% | +24.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling