+828.5%
NKE vs ON
+185.7%
+642.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.4% | +3.7% | -0.2% |
| 7D | -0.1% | -2.2% | +2.1% | +0.2% |
| 30D | -7.7% | -12.4% | +4.8% | -6.1% |
| 3M | -10.9% | -41.2% | +30.3% | -5.5% |
| 6M | -31.9% | +25.0% | -56.8% | -35.6% |
| YTD | -38.6% | +31.3% | -69.9% | -42.5% |
| 1Y | -46.9% | +45.4% | -92.3% | -51.2% |
| 3Y | -58.2% | -27.4% | -30.8% | -59.1% |
| 5Y | -74.0% | +58.5% | -132.5% | -77.4% |
| 10Y | -21.6% | +561.8% | -583.4% | -44.8% |
| All | +828.5% | +185.7% | +642.7% | +493.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling