-47.4%
NKE vs O
+11.2%
-58.6%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.7% |
| 7D | -2.0% | -0.7% | -1.3% | -1.8% |
| 30D | -8.6% | -1.9% | -6.7% | -8.1% |
| 3M | -11.0% | +3.8% | -14.9% | -11.3% |
| 6M | -33.2% | -4.7% | -28.5% | -31.4% |
| YTD | -38.1% | +12.5% | -50.6% | -42.2% |
| 1Y | -47.4% | +10.8% | -58.2% | -49.8% |
| All | -47.4% | +11.2% | -58.6% | -49.8% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 1y: compounded portfolio wealth divided by compounded O 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…
1y analysis · Full analysis span regression · 6 months rolling