+1,677.3%
NOK vs NKE
+2,655.2%
-977.9%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.0% | +0.7% | -0.6% |
| 7D | +8.7% | -5.5% | +14.2% | +10.8% |
| 30D | +12.5% | -10.4% | +22.9% | +16.4% |
| 3M | -20.7% | -15.8% | -4.9% | -16.9% |
| 6M | +36.2% | -33.4% | +69.6% | +53.1% |
| YTD | +64.1% | -41.0% | +105.1% | +92.0% |
| 1Y | +132.4% | -49.1% | +181.4% | +183.5% |
| 3Y | +182.9% | -59.8% | +242.7% | +257.8% |
| 5Y | +102.8% | -75.5% | +178.3% | +203.2% |
| 10Y | +126.8% | -23.5% | +150.3% | +107.9% |
| All | +1,677.3% | +2,655.2% | -977.9% | +460.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling