-58.6%
NKE vs COO
-27.8%
-30.8%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -6.2% | +4.3% | 0.0% |
| 7D | -2.3% | -9.0% | +6.6% | +0.6% |
| 30D | -10.4% | -16.8% | +6.5% | -5.0% |
| 3M | -15.5% | -7.5% | -8.0% | -13.3% |
| 6M | -32.6% | -16.3% | -16.4% | -28.9% |
| YTD | -39.8% | -22.5% | -17.3% | -34.9% |
| 1Y | -47.6% | -7.0% | -40.6% | -46.4% |
| All | -58.6% | -27.8% | -30.8% | -56.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling