+2.8%
DIS vs NKE
-39.1%
+42.0%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -0.8% |
| 7D | +0.9% | -4.6% | +5.4% | +2.2% |
| 30D | +8.9% | +6.9% | +2.0% | +6.8% |
| 3M | +14.5% | -5.8% | +20.3% | +16.3% |
| 6M | +12.2% | -9.1% | +21.3% | +15.0% |
| YTD | +4.7% | -39.2% | +43.9% | +16.2% |
| 1Y | +2.8% | -39.2% | +42.1% | +13.8% |
| All | +2.8% | -39.1% | +42.0% | +13.8% |
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 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