-74.7%
NKE vs NI
+96.9%
-171.6%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -4.2% | 0.0% | -4.2% | -4.2% |
| 30D | -8.2% | -1.4% | -6.8% | -7.8% |
| 3M | -19.1% | -10.6% | -8.5% | -16.3% |
| 6M | -32.6% | -9.3% | -23.3% | -30.9% |
| YTD | -40.7% | +1.1% | -41.9% | -41.7% |
| 1Y | -48.9% | +3.4% | -52.2% | -50.2% |
| 3Y | -59.2% | +67.9% | -127.1% | -68.3% |
| All | -74.7% | +96.9% | -171.6% | -81.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 NI 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