-6.4%
NU vs NKE
-48.9%
+42.5%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.5% | -3.2% | -2.8% |
| 7D | -4.9% | -4.2% | -0.7% | -4.2% |
| 30D | +7.8% | -8.2% | +16.0% | +9.4% |
| 3M | +20.9% | -19.1% | +40.0% | +25.5% |
| 6M | +0.9% | -32.6% | +33.5% | +6.2% |
| YTD | -12.7% | -40.7% | +28.0% | -6.7% |
| 1Y | -6.4% | -48.9% | +42.5% | -3.9% |
| All | -6.4% | -48.9% | +42.5% | -3.9% |
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