-75.3%
NKE vs ASX
+482.2%
-557.5%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.0% | +2.6% | +1.0% |
| 7D | -1.6% | +12.4% | -13.9% | -3.8% |
| 30D | +7.6% | -19.8% | +27.4% | +10.9% |
| 3M | -6.9% | -10.3% | +3.4% | -7.1% |
| 6M | -8.5% | +1.2% | -9.7% | -14.1% |
| YTD | -38.8% | +123.0% | -161.8% | -55.7% |
| 1Y | -40.6% | +145.4% | -186.0% | -58.5% |
| 3Y | -60.9% | +368.6% | -429.5% | -80.1% |
| All | -75.3% | +482.2% | -557.5% | -89.5% |
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