-59.4%
NKE vs ON
-29.2%
-30.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.8% | -1.8% |
| 7D | -5.5% | -4.7% | -0.8% | -5.0% |
| 30D | -10.4% | -13.5% | +3.1% | -8.9% |
| 3M | -15.8% | -36.3% | +20.5% | -11.8% |
| 6M | -33.4% | +17.8% | -51.2% | -38.4% |
| YTD | -41.0% | +29.6% | -70.6% | -46.5% |
| 1Y | -49.1% | +45.8% | -94.8% | -55.1% |
| All | -59.4% | -29.2% | -30.2% | -65.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling