-49.5%
NKE vs NET
+1,258.4%
-1,307.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -8.3% | +6.0% | -1.2% |
| 7D | +3.0% | -21.2% | +24.2% | +6.1% |
| 30D | +14.3% | -31.1% | +45.4% | +19.6% |
| 3M | -5.8% | -16.5% | +10.7% | -4.4% |
| 6M | -6.3% | 0.0% | -6.4% | -8.3% |
| YTD | -36.3% | +24.0% | -60.3% | -40.2% |
| 1Y | -34.2% | +7.0% | -41.2% | -37.1% |
| 3Y | -60.4% | +279.6% | -339.9% | -69.8% |
| 5Y | -75.6% | +24.0% | -99.5% | -80.6% |
| All | -49.5% | +1,258.4% | -1,307.8% | -69.8% |
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