-74.5%
NKE vs ONON
-22.6%
-51.9%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -4.9% |
| 3M | -19.1% | -30.1% | +11.0% | -11.1% |
| 6M | -32.6% | -30.5% | -2.1% | -26.4% |
| YTD | -40.7% | -41.0% | +0.3% | -32.1% |
| 1Y | -48.9% | -36.7% | -12.2% | -43.1% |
| 3Y | -59.2% | -8.6% | -50.6% | -60.8% |
| All | -74.5% | -22.6% | -51.9% | -78.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling