-47.4%
NKE vs ONON
-37.3%
-10.0%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.4% | -0.6% |
| 7D | -2.0% | -3.0% | +1.0% | -1.2% |
| 30D | -8.6% | -26.7% | +18.1% | -1.8% |
| 3M | -11.0% | -25.3% | +14.3% | -4.9% |
| 6M | -33.2% | -35.3% | +2.0% | -26.6% |
| YTD | -38.1% | -39.8% | +1.6% | -30.8% |
| 1Y | -47.4% | -39.2% | -8.1% | -42.6% |
| All | -47.4% | -37.3% | -10.0% | -42.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ONON.
Daily Out/Under-Performance
Portfolio return minus ONON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONON 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 ONON 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