+6,112.4%
NKE vs COP
+4,564.1%
+1,548.3%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -0.9% |
| 7D | -0.1% | -0.8% | +0.8% | +0.2% |
| 30D | -7.7% | +15.6% | -23.2% | -11.1% |
| 3M | -10.9% | +14.3% | -25.3% | -14.4% |
| 6M | -31.9% | +17.0% | -48.8% | -35.2% |
| YTD | -38.6% | +47.4% | -86.1% | -45.2% |
| 1Y | -46.9% | +52.4% | -99.3% | -53.1% |
| 3Y | -58.2% | +20.8% | -79.0% | -61.3% |
| 5Y | -74.0% | +191.7% | -265.7% | -81.5% |
| 10Y | -21.6% | +325.1% | -346.6% | -53.8% |
| All | +6,112.4% | +4,564.1% | +1,548.3% | +2,067.7% |
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