+31.3%
NFLX vs NKE
-75.0%
+106.4%
-75.9%
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% | +1.7% |
| 7D | -1.1% | -4.2% | +3.1% | +0.3% |
| 30D | +4.3% | -8.2% | +12.5% | +7.3% |
| 3M | -4.8% | -19.1% | +14.3% | +2.1% |
| 6M | -18.4% | -32.6% | +14.2% | -7.9% |
| YTD | -17.4% | -40.7% | +23.3% | -3.0% |
| 1Y | -35.7% | -48.9% | +13.2% | -20.9% |
| 3Y | +73.8% | -59.2% | +133.0% | +120.1% |
| All | +31.3% | -75.0% | +106.4% | +118.3% |
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