+6,161.3%
NKE vs COO
+5,988.7%
+172.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.8% |
| 7D | -2.0% | -2.2% | +0.2% | -1.8% |
| 30D | -8.6% | -7.0% | -1.6% | -7.9% |
| 3M | -11.0% | +12.2% | -23.2% | -12.0% |
| 6M | -33.2% | -15.1% | -18.1% | -32.2% |
| YTD | -38.1% | -15.1% | -23.0% | -37.2% |
| 1Y | -47.4% | +2.3% | -49.7% | -47.5% |
| 3Y | -59.8% | -23.7% | -36.1% | -59.0% |
| 5Y | -74.2% | -38.9% | -35.3% | -73.2% |
| 10Y | -23.5% | +49.9% | -73.4% | -25.8% |
| All | +6,161.3% | +5,988.7% | +172.6% | +4,618.0% |
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