+2,712.6%
NKE vs O
+5,367.1%
-2,654.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.6% |
| 7D | -0.1% | -0.6% | +0.5% | +0.2% |
| 30D | -7.7% | -2.0% | -5.7% | -7.0% |
| 3M | -10.9% | +3.0% | -13.9% | -11.9% |
| 6M | -31.9% | -3.6% | -28.2% | -31.1% |
| YTD | -38.6% | +12.1% | -50.7% | -41.4% |
| 1Y | -46.9% | +8.9% | -55.8% | -48.8% |
| 3Y | -58.2% | +30.3% | -88.5% | -62.6% |
| 5Y | -74.0% | +13.7% | -87.7% | -75.6% |
| 10Y | -21.6% | +50.3% | -71.8% | -36.6% |
| All | +2,712.6% | +5,367.1% | -2,654.6% | +725.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling