-75.5%
NKE vs ROP
-16.6%
-58.9%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.7% |
| 7D | -5.5% | -8.0% | +2.5% | -1.1% |
| 30D | -10.4% | -2.7% | -7.7% | -9.1% |
| 3M | -15.8% | +16.6% | -32.4% | -23.2% |
| 6M | -33.4% | +10.4% | -43.8% | -37.6% |
| YTD | -41.0% | -12.1% | -28.9% | -36.7% |
| 1Y | -49.1% | -23.6% | -25.4% | -40.3% |
| 3Y | -59.8% | -19.3% | -40.5% | -56.1% |
| 5Y | -75.5% | -15.4% | -60.1% | -75.3% |
| All | -75.5% | -16.6% | -58.9% | -75.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling