-48.9%
NKE vs NDAQ
-2.2%
-46.7%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.0% | +0.6% |
| 7D | -4.2% | -5.6% | +1.4% | -2.6% |
| 30D | -8.2% | -4.4% | -3.8% | -7.1% |
| 3M | -19.1% | +5.9% | -24.9% | -20.3% |
| 6M | -32.6% | +7.7% | -40.4% | -33.9% |
| YTD | -40.7% | -5.2% | -35.6% | -40.8% |
| 1Y | -48.9% | -3.4% | -45.5% | -50.5% |
| All | -48.9% | -2.2% | -46.7% | -50.5% |
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