-74.7%
NKE vs ON
+60.9%
-135.6%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +8.5% | -8.0% | -1.3% |
| 7D | -4.2% | +2.4% | -6.5% | -4.7% |
| 30D | -8.2% | -8.6% | +0.4% | -6.7% |
| 3M | -19.1% | -34.3% | +15.3% | -13.3% |
| 6M | -32.6% | +28.5% | -61.2% | -40.4% |
| YTD | -40.7% | +40.6% | -81.3% | -49.0% |
| 1Y | -48.9% | +55.3% | -104.2% | -57.6% |
| 3Y | -59.2% | -22.2% | -37.0% | -62.1% |
| All | -74.7% | +60.9% | -135.6% | -81.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling