-48.9%
NKE vs ONON
-36.0%
-12.9%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.1% | -1.6% | -0.1% |
| 7D | -4.2% | -2.1% | -2.1% | -3.6% |
| 30D | -8.2% | -11.6% | +3.4% | -5.2% |
| 3M | -19.1% | -30.1% | +11.0% | -12.0% |
| 6M | -32.6% | -30.5% | -2.1% | -27.1% |
| YTD | -40.7% | -41.0% | +0.3% | -33.3% |
| 1Y | -48.9% | -36.7% | -12.2% | -43.3% |
| All | -48.9% | -36.0% | -12.9% | -43.3% |
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