-31.7%
NKE vs ROP
+10.4%
-42.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +3.9% | +1.3% | +3.8% |
| 7D | +9.0% | +11.7% | -2.7% | +4.9% |
| 30D | +19.2% | +35.5% | -16.2% | +7.4% |
| 3M | -1.5% | +25.6% | -27.1% | -8.9% |
| 6M | -4.2% | +39.3% | -43.4% | -14.1% |
| YTD | -34.8% | +11.6% | -46.4% | -37.6% |
| 1Y | -31.7% | +10.6% | -42.3% | -34.3% |
| All | -31.7% | +10.4% | -42.1% | -34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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