+140.1%
GOOGL vs NKE
-75.0%
+215.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.3% | +1.6% |
| 7D | 0.0% | -4.2% | +4.2% | +1.3% |
| 30D | -1.4% | -8.2% | +6.8% | +1.1% |
| 3M | -5.3% | -19.1% | +13.8% | +0.6% |
| 6M | +9.8% | -32.6% | +42.4% | +22.3% |
| YTD | +8.4% | -40.7% | +49.1% | +25.1% |
| 1Y | +41.2% | -48.9% | +90.0% | +69.9% |
| 3Y | +149.6% | -59.2% | +208.8% | +209.1% |
| All | +140.1% | -75.0% | +215.1% | +263.3% |
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 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