-29.5%
DIS vs NKE
-75.2%
+45.7%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.0% | +3.1% | +1.2% |
| 7D | +4.4% | +0.5% | +3.9% | +4.2% |
| 30D | +10.3% | +11.4% | -1.1% | +5.9% |
| 3M | +15.5% | -7.2% | +22.7% | +18.4% |
| 6M | +11.2% | -10.7% | +21.9% | +15.3% |
| YTD | +5.6% | -37.7% | +43.3% | +24.2% |
| 1Y | +7.7% | -34.3% | +42.0% | +23.4% |
| 3Y | +39.3% | -60.9% | +100.2% | +86.2% |
| 5Y | -29.5% | -74.8% | +45.3% | +13.6% |
| All | -29.5% | -75.2% | +45.7% | +13.6% |
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