+2,204.7%
NKE vs ROP
+24,791.5%
-22,586.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.9% | +2.1% | 0.0% |
| 7D | -0.1% | -5.4% | +5.4% | +1.4% |
| 30D | -7.7% | -1.6% | -6.0% | -7.2% |
| 3M | -10.9% | +18.8% | -29.8% | -15.1% |
| 6M | -31.9% | +8.2% | -40.1% | -33.5% |
| YTD | -38.6% | -10.5% | -28.1% | -37.2% |
| 1Y | -46.9% | -23.7% | -23.2% | -43.4% |
| 3Y | -58.2% | -17.9% | -40.3% | -56.3% |
| 5Y | -74.0% | -15.3% | -58.7% | -73.0% |
| 10Y | -21.6% | +133.4% | -154.9% | -35.7% |
| All | +2,204.7% | +24,791.5% | -22,586.8% | +1,039.0% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling