-74.7%
NKE vs NOC
+58.2%
-132.9%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -4.2% | +0.8% | -4.9% | -4.2% |
| 30D | -8.2% | -9.7% | +1.5% | -7.6% |
| 3M | -19.1% | -5.6% | -13.4% | -18.8% |
| 6M | -32.6% | -28.6% | -4.1% | -31.6% |
| YTD | -40.7% | -7.9% | -32.8% | -40.7% |
| 1Y | -48.9% | -9.5% | -39.3% | -48.8% |
| 3Y | -59.2% | +28.4% | -87.6% | -60.4% |
| All | -74.7% | +58.2% | -132.9% | -75.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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