+33,471.2%
ORCL vs NKE
+6,514.1%
+26,957.1%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.0% | +4.0% | +3.4% |
| 7D | +5.3% | -2.0% | +7.3% | +6.0% |
| 30D | +10.0% | -8.6% | +18.5% | +13.1% |
| 3M | -32.6% | -11.0% | -21.6% | -30.4% |
| 6M | +4.9% | -33.2% | +38.2% | +18.4% |
| YTD | -17.8% | -38.1% | +20.4% | -5.1% |
| 1Y | -28.0% | -47.4% | +19.4% | -13.2% |
| 3Y | +36.0% | -59.8% | +95.8% | +71.2% |
| 5Y | +88.7% | -74.2% | +163.0% | +170.5% |
| 10Y | +346.9% | -23.5% | +370.4% | +317.5% |
| All | +33,471.2% | +6,514.1% | +26,957.1% | +6,362.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling