-24.0%
NKE vs OMC
+34.2%
-58.2%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.0% | +0.7% |
| 7D | -4.2% | -4.4% | +0.2% | -2.5% |
| 30D | -8.2% | -7.6% | -0.6% | -5.3% |
| 3M | -19.1% | +4.5% | -23.6% | -20.9% |
| 6M | -32.6% | -0.3% | -32.4% | -33.0% |
| YTD | -40.7% | -0.1% | -40.6% | -41.7% |
| 1Y | -48.9% | +4.6% | -53.5% | -50.9% |
| 3Y | -59.2% | +10.5% | -69.7% | -62.5% |
| 5Y | -75.3% | +31.7% | -107.1% | -79.2% |
| All | -24.0% | +34.2% | -58.2% | -39.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling