-75.3%
NKE vs COO
-40.4%
-35.0%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.3% |
| 7D | -1.6% | +0.5% | -2.0% | -1.7% |
| 30D | +7.6% | +14.2% | -6.5% | +1.7% |
| 3M | -6.9% | -18.2% | +11.3% | +1.2% |
| 6M | -8.5% | +5.3% | -13.9% | -11.8% |
| YTD | -38.8% | -23.6% | -15.2% | -31.6% |
| 1Y | -40.6% | -12.7% | -27.9% | -37.7% |
| 3Y | -60.9% | -24.2% | -36.7% | -59.1% |
| All | -75.3% | -40.4% | -35.0% | -72.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling