+247.2%
ORCL vs NKE
-10.9%
+258.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.0% | +1.5% | -0.7% |
| 7D | -6.5% | +0.5% | -7.0% | -6.7% |
| 30D | -16.6% | +11.4% | -28.0% | -19.2% |
| 3M | -21.6% | -7.2% | -14.4% | -20.3% |
| 6M | -39.4% | -10.7% | -28.7% | -38.0% |
| YTD | -38.7% | -37.7% | -1.0% | -31.1% |
| 1Y | -50.4% | -34.3% | -16.1% | -45.6% |
| 3Y | +8.1% | -60.9% | +69.0% | +32.9% |
| 5Y | +34.5% | -74.8% | +109.3% | +87.8% |
| All | +247.2% | -10.9% | +258.1% | +229.7% |
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