-48.3%
NKE vs NET
+1,381.0%
-1,429.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -2.6% | +7.8% | +5.6% |
| 7D | +9.0% | -16.4% | +25.3% | +11.4% |
| 30D | +19.2% | -25.8% | +45.1% | +23.6% |
| 3M | -1.5% | -11.5% | +10.1% | -0.7% |
| 6M | -4.2% | +18.9% | -23.1% | -8.4% |
| YTD | -34.8% | +35.2% | -70.0% | -39.5% |
| 1Y | -31.7% | +14.5% | -46.1% | -35.2% |
| 3Y | -59.5% | +313.8% | -373.3% | -69.4% |
| 5Y | -74.7% | +32.6% | -107.3% | -80.1% |
| All | -48.3% | +1,381.0% | -1,429.3% | -69.5% |
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