-58.6%
NKE vs ASX
+471.1%
-529.7%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.5% | -5.5% | -2.3% |
| 7D | -2.3% | +11.1% | -13.4% | -3.4% |
| 30D | -10.4% | +9.6% | -20.0% | -11.4% |
| 3M | -15.5% | +18.6% | -34.1% | -18.5% |
| 6M | -32.6% | +92.1% | -124.8% | -41.0% |
| YTD | -39.8% | +158.5% | -198.3% | -50.6% |
| 1Y | -47.6% | +271.9% | -319.5% | -60.9% |
| All | -58.6% | +471.1% | -529.7% | -73.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling