+6,094.5%
NKE vs COO
+5,381.5%
+713.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.5% |
| 7D | -1.6% | +0.5% | -2.0% | -1.6% |
| 30D | +7.6% | +14.2% | -6.5% | +6.3% |
| 3M | -6.9% | -18.2% | +11.3% | -5.2% |
| 6M | -8.5% | +5.3% | -13.9% | -9.1% |
| YTD | -38.8% | -23.6% | -15.2% | -37.3% |
| 1Y | -40.6% | -12.7% | -27.9% | -39.9% |
| 3Y | -60.9% | -24.2% | -36.7% | -60.1% |
| 5Y | -75.4% | -40.0% | -35.4% | -74.4% |
| 10Y | -13.5% | +41.6% | -55.0% | -15.6% |
| All | +6,094.5% | +5,381.5% | +713.0% | +4,609.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling