+5,990.1%
NKE vs ROK
+15,563.1%
-9,573.0%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.7% |
| 7D | -2.3% | +0.2% | -2.5% | -2.4% |
| 30D | -10.4% | -1.8% | -8.6% | -9.9% |
| 3M | -15.5% | -7.2% | -8.3% | -13.7% |
| 6M | -32.6% | +14.2% | -46.8% | -36.4% |
| YTD | -39.8% | +10.6% | -50.4% | -42.7% |
| 1Y | -47.6% | +25.9% | -73.5% | -52.4% |
| 3Y | -59.0% | +50.8% | -109.8% | -66.0% |
| 5Y | -74.9% | +47.0% | -122.0% | -79.3% |
| 10Y | -21.9% | +354.9% | -376.8% | -57.1% |
| All | +5,990.1% | +15,563.1% | -9,573.0% | +782.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling