+115.1%
NOK vs NKE
-75.0%
+190.1%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.5% | +4.3% | +4.7% |
| 7D | +11.0% | -4.2% | +15.1% | +11.8% |
| 30D | +7.8% | -8.2% | +16.0% | +9.4% |
| 3M | -21.0% | -19.1% | -1.9% | -18.1% |
| 6M | +40.9% | -32.6% | +73.5% | +51.7% |
| YTD | +72.0% | -40.7% | +112.7% | +90.8% |
| 1Y | +140.9% | -48.9% | +189.8% | +176.6% |
| 3Y | +194.3% | -59.2% | +253.5% | +245.0% |
| All | +115.1% | -75.0% | +190.1% | +197.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NKE.
Daily Out/Under-Performance
Portfolio return minus NKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NKE 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 NKE 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