-31.7%
NKE vs ONON
+8.5%
-40.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +5.8% | -0.6% | +3.7% |
| 7D | +9.0% | +20.9% | -11.9% | +3.6% |
| 30D | +19.2% | +21.1% | -1.9% | +13.2% |
| 3M | -1.5% | +2.7% | -4.2% | -3.2% |
| 6M | -4.2% | +12.6% | -16.8% | -8.2% |
| YTD | -34.8% | -16.9% | -17.9% | -32.9% |
| 1Y | -31.7% | +6.7% | -38.4% | -32.6% |
| All | -31.7% | +8.5% | -40.2% | -32.6% |
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