+5,990.1%
NKE vs NOC
+16,477.4%
-10,487.3%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.8% |
| 7D | -2.3% | -1.6% | -0.8% | -2.0% |
| 30D | -10.4% | -10.4% | 0.0% | -8.0% |
| 3M | -15.5% | -5.6% | -9.9% | -14.4% |
| 6M | -32.6% | -30.4% | -2.2% | -26.9% |
| YTD | -39.8% | -8.5% | -31.3% | -39.1% |
| 1Y | -47.6% | -8.3% | -39.2% | -47.1% |
| 3Y | -59.0% | +28.2% | -87.2% | -62.5% |
| 5Y | -74.9% | +56.7% | -131.7% | -78.7% |
| 10Y | -21.9% | +189.3% | -211.3% | -43.6% |
| All | +5,990.1% | +16,477.4% | -10,487.3% | +2,100.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling