+336.5%
ORCL vs NKE
-23.0%
+359.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.0% | -3.4% | -4.8% |
| 7D | -0.7% | -5.5% | +4.8% | +0.8% |
| 30D | +5.1% | -10.4% | +15.6% | +8.2% |
| 3M | -23.7% | -15.8% | -7.9% | -20.5% |
| 6M | +3.1% | -33.4% | +36.5% | +14.1% |
| YTD | -20.8% | -41.0% | +20.2% | -9.5% |
| 1Y | -52.9% | -49.1% | -3.8% | -44.3% |
| 3Y | +25.4% | -59.8% | +85.2% | +52.2% |
| 5Y | +82.4% | -75.5% | +157.9% | +155.9% |
| All | +336.5% | -23.0% | +359.5% | +331.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling