-24.4%
NKE vs COO
+17.5%
-41.9%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -14.7% | +12.7% | +4.5% |
| 7D | -5.5% | -23.3% | +17.8% | +5.5% |
| 30D | -10.4% | -29.5% | +19.1% | +3.9% |
| 3M | -15.8% | -20.0% | +4.2% | -7.9% |
| 6M | -33.4% | -27.2% | -6.2% | -24.2% |
| YTD | -41.0% | -33.9% | -7.1% | -29.9% |
| 1Y | -49.1% | -19.9% | -29.1% | -44.8% |
| 3Y | -59.8% | -38.1% | -21.7% | -53.0% |
| 5Y | -75.5% | -52.0% | -23.5% | -68.4% |
| All | -24.4% | +17.5% | -41.9% | -28.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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