+2,222.9%
NKE vs ROP
+25,523.2%
-23,300.3%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.6% | +2.6% | 0.0% |
| 7D | -2.0% | -4.4% | +2.4% | -0.8% |
| 30D | -8.6% | +3.2% | -11.8% | -9.3% |
| 3M | -11.0% | +23.1% | -34.1% | -16.0% |
| 6M | -33.2% | +13.3% | -46.5% | -35.7% |
| YTD | -38.1% | -7.9% | -30.3% | -37.1% |
| 1Y | -47.4% | -22.1% | -25.3% | -44.2% |
| 3Y | -59.8% | -16.8% | -43.0% | -58.1% |
| 5Y | -74.2% | -13.5% | -60.7% | -73.4% |
| 10Y | -23.5% | +137.7% | -161.1% | -37.6% |
| All | +2,222.9% | +25,523.2% | -23,300.3% | +1,039.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling