-75.5%
NKE vs NDAQ
+48.4%
-123.8%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.3% | +0.4% | -0.8% |
| 7D | -5.5% | -6.8% | +1.2% | -2.1% |
| 30D | -10.4% | -3.2% | -7.3% | -9.0% |
| 3M | -15.8% | +6.5% | -22.3% | -18.8% |
| 6M | -33.4% | +5.7% | -39.2% | -35.8% |
| YTD | -41.0% | -4.6% | -36.4% | -40.2% |
| 1Y | -49.1% | -1.6% | -47.5% | -49.5% |
| 3Y | -59.8% | +86.4% | -146.2% | -73.3% |
| 5Y | -75.5% | +50.3% | -125.8% | -82.4% |
| All | -75.5% | +48.4% | -123.8% | -82.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling