-75.5%
NKE vs ASX
+440.6%
-516.0%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.3% | +1.3% | -1.3% |
| 7D | -5.5% | +6.5% | -12.0% | -6.9% |
| 30D | -10.4% | +3.1% | -13.6% | -11.4% |
| 3M | -15.8% | +17.4% | -33.2% | -21.1% |
| 6M | -33.4% | +85.4% | -118.9% | -46.2% |
| YTD | -41.0% | +150.1% | -191.1% | -56.9% |
| 1Y | -49.1% | +256.3% | -305.3% | -67.3% |
| 3Y | -59.8% | +446.9% | -506.7% | -79.3% |
| 5Y | -75.5% | +447.1% | -522.6% | -89.0% |
| All | -75.5% | +440.6% | -516.0% | -89.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling