-31.7%
NKE vs O
+8.1%
-39.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +3.0% | +2.2% | +4.1% |
| 7D | +9.0% | +5.8% | +3.2% | +6.8% |
| 30D | +19.2% | +10.7% | +8.6% | +15.3% |
| 3M | -1.5% | -4.5% | +3.0% | -0.9% |
| 6M | -4.2% | -4.1% | -0.1% | -3.3% |
| YTD | -34.8% | +9.8% | -44.6% | -39.2% |
| 1Y | -31.7% | +11.3% | -43.0% | -36.2% |
| All | -31.7% | +8.1% | -39.8% | -36.2% |
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