-24.0%
NKE vs ROP
+135.6%
-159.7%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -4.2% | -4.6% | +0.4% | -1.6% |
| 30D | -8.2% | -1.7% | -6.5% | -7.3% |
| 3M | -19.1% | +17.1% | -36.1% | -26.5% |
| 6M | -32.6% | +10.9% | -43.5% | -37.2% |
| YTD | -40.7% | -12.1% | -28.6% | -37.0% |
| 1Y | -48.9% | -24.2% | -24.6% | -40.7% |
| 3Y | -59.2% | -20.4% | -38.9% | -54.9% |
| 5Y | -75.3% | -15.4% | -60.0% | -74.0% |
| All | -24.0% | +135.6% | -159.7% | -47.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling