+944.1%
NKE vs ASX
+3,326.1%
-2,382.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.0% | +2.6% | +1.0% |
| 7D | -1.6% | +12.4% | -13.9% | -3.7% |
| 30D | +7.6% | -19.8% | +27.4% | +10.5% |
| 3M | -6.9% | -10.3% | +3.4% | -6.8% |
| 6M | -8.5% | +1.2% | -9.7% | -12.2% |
| YTD | -38.8% | +123.0% | -161.8% | -49.9% |
| 1Y | -40.6% | +145.4% | -186.0% | -52.3% |
| 3Y | -60.9% | +368.6% | -429.5% | -73.0% |
| 5Y | -75.4% | +486.0% | -561.4% | -83.9% |
| 10Y | -13.5% | +941.0% | -954.5% | -50.7% |
| All | +944.1% | +3,326.1% | -2,382.1% | +311.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling