-24.0%
NKE vs O
+54.0%
-78.1%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | -4.2% | -2.9% | -1.3% | -3.0% |
| 30D | -8.2% | -4.5% | -3.7% | -6.4% |
| 3M | -19.1% | -2.6% | -16.4% | -18.2% |
| 6M | -32.6% | -5.6% | -27.0% | -31.2% |
| YTD | -40.7% | +9.3% | -50.0% | -43.1% |
| 1Y | -48.9% | +4.3% | -53.2% | -50.0% |
| 3Y | -59.2% | +27.4% | -86.7% | -63.8% |
| 5Y | -75.3% | +17.1% | -92.4% | -77.3% |
| All | -24.0% | +54.0% | -78.1% | -38.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling