-59.2%
NKE vs ROP
-19.1%
-40.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -4.2% | -4.6% | +0.4% | -2.3% |
| 30D | -8.2% | -1.7% | -6.5% | -7.6% |
| 3M | -19.1% | +17.1% | -36.1% | -24.2% |
| 6M | -32.6% | +10.9% | -43.5% | -35.6% |
| YTD | -40.7% | -12.1% | -28.6% | -37.3% |
| 1Y | -48.9% | -24.2% | -24.6% | -42.1% |
| 3Y | -59.2% | -20.4% | -38.9% | -57.0% |
| All | -59.2% | -19.1% | -40.1% | -57.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling