-31.7%
NKE vs OMC
+24.5%
-56.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +5.2% | 0.0% | +3.6% |
| 7D | +9.0% | +12.5% | -3.5% | +5.3% |
| 30D | +19.2% | +16.3% | +2.9% | +14.1% |
| 3M | -1.5% | +8.1% | -9.5% | -3.8% |
| 6M | -4.2% | +17.2% | -21.3% | -8.6% |
| YTD | -34.8% | +11.8% | -46.5% | -36.7% |
| 1Y | -31.7% | +23.9% | -55.6% | -35.3% |
| All | -31.7% | +24.5% | -56.2% | -35.3% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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