+660.3%
NKE vs NDAQ
+2,281.8%
-1,621.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | -0.3% |
| 7D | -0.1% | -2.6% | +2.5% | +0.7% |
| 30D | -7.7% | +0.5% | -8.1% | -7.8% |
| 3M | -10.9% | +9.9% | -20.8% | -13.4% |
| 6M | -31.9% | +8.2% | -40.1% | -33.6% |
| YTD | -38.6% | -1.5% | -37.1% | -38.7% |
| 1Y | -46.9% | +1.3% | -48.2% | -47.5% |
| 3Y | -58.2% | +92.6% | -150.8% | -65.5% |
| 5Y | -74.0% | +53.8% | -127.8% | -77.2% |
| 10Y | -21.6% | +376.0% | -397.5% | -48.0% |
| All | +660.3% | +2,281.8% | -1,621.5% | +317.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling