-32.3%
ORCL vs NKE
-47.9%
+15.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.4% | -0.4% |
| 7D | +10.9% | -2.3% | +13.2% | +11.1% |
| 30D | +7.0% | -10.4% | +17.4% | +8.0% |
| 3M | -21.2% | -15.5% | -5.7% | -20.0% |
| 6M | +7.4% | -32.6% | +40.0% | +9.7% |
| YTD | -16.3% | -39.8% | +23.6% | -14.0% |
| 1Y | -32.3% | -47.6% | +15.3% | -21.5% |
| All | -32.3% | -47.9% | +15.5% | -21.5% |
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