+45.4%
NU vs NKE
-76.3%
+121.7%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.1% | +0.9% |
| 7D | -4.2% | -5.5% | +1.3% | -2.0% |
| 30D | +10.0% | -10.4% | +20.5% | +14.7% |
| 3M | +29.3% | -15.8% | +45.1% | +37.5% |
| 6M | +0.9% | -33.4% | +34.4% | +17.2% |
| YTD | -10.3% | -41.0% | +30.7% | +9.1% |
| 1Y | -3.2% | -49.1% | +45.9% | +24.2% |
| 3Y | +120.6% | -59.8% | +180.4% | +193.9% |
| All | +45.4% | -76.3% | +121.7% | +230.9% |
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