-49.1%
NKE vs COO
-20.6%
-28.5%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -14.7% | +12.7% | +2.6% |
| 7D | -5.5% | -23.3% | +17.8% | +2.7% |
| 30D | -10.4% | -29.5% | +19.1% | +0.3% |
| 3M | -15.8% | -20.0% | +4.2% | -9.6% |
| 6M | -33.4% | -27.2% | -6.2% | -25.7% |
| YTD | -41.0% | -33.9% | -7.1% | -31.9% |
| 1Y | -49.1% | -19.9% | -29.1% | -43.7% |
| All | -49.1% | -20.6% | -28.5% | -43.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling