+34.2%
ORCL vs NKE
-75.0%
+109.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.0% | +1.5% | -0.9% |
| 7D | -6.5% | +0.5% | -7.0% | -6.6% |
| 30D | -16.6% | +11.4% | -28.0% | -18.7% |
| 3M | -21.6% | -7.2% | -14.4% | -20.5% |
| 6M | -39.4% | -10.7% | -28.7% | -38.2% |
| YTD | -38.7% | -37.7% | -1.0% | -32.3% |
| 1Y | -50.4% | -34.3% | -16.1% | -46.4% |
| 3Y | +8.1% | -60.9% | +69.0% | +28.7% |
| All | +34.2% | -75.0% | +109.2% | +91.1% |
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