-24.0%
NKE vs ASX
+964.2%
-988.2%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.7% |
| 7D | -4.2% | +5.2% | -9.4% | -5.4% |
| 30D | -8.2% | +0.5% | -8.7% | -8.7% |
| 3M | -19.1% | +8.3% | -27.4% | -22.7% |
| 6M | -32.6% | +82.0% | -114.7% | -45.1% |
| YTD | -40.7% | +147.6% | -188.3% | -56.2% |
| 1Y | -48.9% | +258.8% | -307.7% | -66.5% |
| 3Y | -59.2% | +452.1% | -511.3% | -77.6% |
| 5Y | -75.3% | +441.7% | -517.1% | -86.9% |
| All | -24.0% | +964.2% | -988.2% | -69.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ASX.
Daily Out/Under-Performance
Portfolio return minus ASX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ASX 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 ASX 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