-31.7%
NKE vs NET
+11.0%
-42.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -2.6% | +7.8% | +5.2% |
| 7D | +9.0% | -16.4% | +25.3% | +9.1% |
| 30D | +19.2% | -25.8% | +45.1% | +19.6% |
| 3M | -1.5% | -11.5% | +10.1% | -1.4% |
| 6M | -4.2% | +18.9% | -23.1% | -4.8% |
| YTD | -34.8% | +35.2% | -70.0% | -36.4% |
| 1Y | -31.7% | +14.5% | -46.1% | -34.9% |
| All | -31.7% | +11.0% | -42.7% | -34.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NET.
Daily Out/Under-Performance
Portfolio return minus NET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NET 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 NET 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