-50.9%
NKE vs NET
+1,449.6%
-1,500.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.0% | -0.7% |
| 7D | -2.0% | -7.0% | +5.0% | -1.1% |
| 30D | -8.6% | -4.8% | -3.8% | -8.2% |
| 3M | -11.0% | +3.8% | -14.9% | -12.0% |
| 6M | -33.2% | +50.0% | -83.3% | -38.2% |
| YTD | -38.1% | +41.5% | -79.6% | -42.6% |
| 1Y | -47.4% | +32.8% | -80.2% | -50.9% |
| 3Y | -59.8% | +335.9% | -395.7% | -69.8% |
| 5Y | -74.2% | +113.8% | -188.1% | -80.7% |
| All | -50.9% | +1,449.6% | -1,500.5% | -71.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling