-47.4%
NKE vs NDAQ
+4.3%
-51.7%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | -0.4% |
| 7D | -2.0% | -2.4% | +0.4% | -1.3% |
| 30D | -8.6% | +2.5% | -11.0% | -9.2% |
| 3M | -11.0% | +9.9% | -21.0% | -13.4% |
| 6M | -33.2% | +9.4% | -42.7% | -35.0% |
| YTD | -38.1% | +0.4% | -38.6% | -39.1% |
| 1Y | -47.4% | +4.0% | -51.4% | -49.1% |
| All | -47.4% | +4.3% | -51.7% | -49.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 1y: compounded portfolio wealth divided by compounded NDAQ 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…
1y analysis · Full analysis span regression · 6 months rolling