+6,094.5%
NKE vs COP
+4,814.2%
+1,280.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.0% | +0.2% |
| 7D | -1.6% | +4.4% | -6.0% | -2.7% |
| 30D | +7.6% | 0.0% | +7.7% | +7.3% |
| 3M | -6.9% | +15.0% | -21.9% | -10.6% |
| 6M | -8.5% | +22.0% | -30.5% | -14.0% |
| YTD | -38.8% | +55.3% | -94.1% | -46.3% |
| 1Y | -40.6% | +64.1% | -104.7% | -48.7% |
| 3Y | -60.9% | +34.1% | -95.0% | -64.9% |
| 5Y | -75.4% | +133.4% | -208.8% | -81.4% |
| 10Y | -13.5% | +338.6% | -352.1% | -49.4% |
| All | +6,094.5% | +4,814.2% | +1,280.3% | +2,024.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COP.
Daily Out/Under-Performance
Portfolio return minus COP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COP 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 COP 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