-75.5%
NKE vs O
+14.0%
-89.5%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.5% |
| 7D | -5.5% | -3.5% | -2.0% | -3.9% |
| 30D | -10.4% | -3.3% | -7.1% | -8.9% |
| 3M | -15.8% | -2.8% | -13.0% | -14.6% |
| 6M | -33.4% | -5.8% | -27.7% | -31.7% |
| YTD | -41.0% | +9.4% | -50.4% | -44.0% |
| 1Y | -49.1% | +5.7% | -54.7% | -50.8% |
| 3Y | -59.8% | +27.2% | -87.0% | -65.5% |
| 5Y | -75.5% | +17.2% | -92.7% | -78.1% |
| All | -75.5% | +14.0% | -89.5% | -78.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling