+40.9%
NOK vs NKE
-34.9%
+75.7%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.5% | +4.3% | +5.0% |
| 7D | +11.0% | -4.2% | +15.1% | +9.3% |
| 30D | +7.8% | -8.2% | +16.0% | +4.9% |
| 3M | -21.0% | -19.1% | -1.9% | -24.6% |
| 6M | +40.9% | -32.6% | +73.5% | +36.0% |
| All | +40.9% | -34.9% | +75.7% | +36.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling