+94.3%
ORCL vs NKE
-74.2%
+168.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.8% | +3.1% | +2.5% |
| 7D | +15.0% | -0.1% | +15.1% | +15.0% |
| 30D | +10.5% | -7.7% | +18.2% | +12.5% |
| 3M | -23.0% | -10.9% | -12.1% | -21.3% |
| 6M | +7.0% | -31.9% | +38.8% | +15.9% |
| YTD | -15.8% | -38.6% | +22.8% | -6.7% |
| 1Y | -31.1% | -46.9% | +15.8% | -21.1% |
| 3Y | +33.3% | -58.2% | +91.5% | +54.4% |
| 5Y | +94.3% | -74.0% | +168.3% | +161.3% |
| All | +94.3% | -74.2% | +168.5% | +161.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling