-31.7%
NKE vs ON
+41.6%
-73.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.9% | +7.1% | +5.2% |
| 7D | +9.0% | -5.8% | +14.8% | +9.0% |
| 30D | +19.2% | -17.1% | +36.3% | +19.4% |
| 3M | -1.5% | -11.8% | +10.3% | -1.5% |
| 6M | -4.2% | -30.2% | +26.0% | -4.7% |
| YTD | -34.8% | +31.6% | -66.3% | -41.7% |
| 1Y | -31.7% | +47.6% | -79.2% | -40.6% |
| All | -31.7% | +41.6% | -73.3% | -40.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ON.
Daily Out/Under-Performance
Portfolio return minus ON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ON 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 ON 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