-59.0%
NKE vs NET
+339.9%
-398.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.0% | -0.8% |
| 7D | -2.0% | -7.0% | +5.0% | -1.4% |
| 30D | -8.6% | -4.8% | -3.8% | -8.3% |
| 3M | -11.0% | +3.8% | -14.9% | -11.7% |
| 6M | -33.2% | +50.0% | -83.3% | -36.7% |
| YTD | -38.1% | +41.5% | -79.6% | -41.2% |
| 1Y | -47.4% | +32.8% | -80.2% | -49.8% |
| All | -59.0% | +339.9% | -398.9% | -67.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling