+5,871.1%
NKE vs NI
+5,096.4%
+774.6%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.8% |
| 7D | -5.5% | -0.6% | -5.0% | -5.4% |
| 30D | -10.4% | -1.4% | -9.0% | -10.1% |
| 3M | -15.8% | -10.6% | -5.2% | -12.9% |
| 6M | -33.4% | -9.9% | -23.5% | -31.5% |
| YTD | -41.0% | +1.2% | -42.2% | -41.6% |
| 1Y | -49.1% | +4.4% | -53.5% | -50.2% |
| 3Y | -59.8% | +68.6% | -128.4% | -66.8% |
| 5Y | -75.5% | +98.0% | -173.5% | -80.9% |
| 10Y | -23.5% | +143.6% | -167.1% | -45.6% |
| All | +5,871.1% | +5,096.4% | +774.6% | +1,551.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling