-74.1%
NKE vs NET
+112.9%
-187.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.0% | -0.7% |
| 7D | -2.0% | -7.0% | +5.0% | -1.0% |
| 30D | -8.6% | -4.8% | -3.8% | -8.2% |
| 3M | -11.0% | +3.8% | -14.9% | -12.1% |
| 6M | -33.2% | +50.0% | -83.3% | -38.7% |
| YTD | -38.1% | +41.5% | -79.6% | -43.1% |
| 1Y | -47.4% | +32.8% | -80.2% | -51.3% |
| 3Y | -59.8% | +335.9% | -395.7% | -71.2% |
| All | -74.1% | +112.9% | -187.0% | -82.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling