-74.7%
NKE vs ROK
+47.1%
-121.8%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | -0.2% |
| 7D | -4.2% | -1.2% | -2.9% | -3.7% |
| 30D | -8.2% | -4.8% | -3.4% | -6.4% |
| 3M | -19.1% | -6.1% | -13.0% | -17.6% |
| 6M | -32.6% | +15.5% | -48.1% | -37.7% |
| YTD | -40.7% | +11.2% | -51.9% | -44.4% |
| 1Y | -48.9% | +23.8% | -72.7% | -54.4% |
| 3Y | -59.2% | +53.1% | -112.4% | -68.3% |
| All | -74.7% | +47.1% | -121.8% | -81.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 ROK 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