-24.1%
NU vs NKE
-33.0%
+8.9%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +5.2% | -2.0% | +2.5% |
| 7D | +0.2% | +9.0% | -8.8% | -1.1% |
| 30D | -21.0% | +19.2% | -40.2% | -23.4% |
| 3M | -16.3% | -1.5% | -14.9% | -15.9% |
| 6M | -15.3% | -4.2% | -11.1% | -14.4% |
| YTD | -28.4% | -34.8% | +6.4% | -23.8% |
| 1Y | -24.1% | -31.7% | +7.6% | -20.9% |
| All | -24.1% | -33.0% | +8.9% | -20.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling