+5,871.1%
NKE vs OMC
+5,772.0%
+99.1%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.5% | -3.4% | -2.5% |
| 7D | -5.5% | -6.2% | +0.7% | -3.4% |
| 30D | -10.4% | -7.6% | -2.9% | -8.0% |
| 3M | -15.8% | +7.4% | -23.2% | -18.3% |
| 6M | -33.4% | +0.1% | -33.6% | -33.8% |
| YTD | -41.0% | +0.4% | -41.4% | -42.0% |
| 1Y | -49.1% | +7.8% | -56.8% | -51.3% |
| 3Y | -59.8% | +11.8% | -71.6% | -62.6% |
| 5Y | -75.5% | +32.5% | -107.9% | -78.7% |
| 10Y | -23.5% | +34.2% | -57.7% | -36.6% |
| All | +5,871.1% | +5,772.0% | +99.1% | +1,795.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling