-32.6%
NKE vs NEM
+15.1%
-47.7%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.2% | -1.9% |
| 7D | -2.3% | +3.1% | -5.4% | -2.3% |
| 30D | -10.4% | +10.0% | -20.4% | -10.2% |
| 3M | -15.5% | +30.9% | -46.4% | -14.9% |
| 6M | -32.6% | +10.5% | -43.2% | -33.7% |
| All | -32.6% | +15.1% | -47.7% | -33.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NEM.
Daily Out/Under-Performance
Portfolio return minus NEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEM 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 6mo: compounded portfolio wealth divided by compounded NEM 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…
6mo analysis · Full analysis span regression · 6 months rolling