+4,521.4%
DELL vs NKE
-25.3%
+4,546.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.0% | -3.4% | -4.6% |
| 7D | -1.9% | -5.5% | +3.7% | +0.2% |
| 30D | +14.9% | -10.4% | +25.3% | +19.3% |
| 3M | +37.2% | -15.8% | +53.0% | +44.5% |
| 6M | +254.0% | -33.4% | +287.4% | +304.5% |
| YTD | +306.1% | -41.0% | +347.1% | +387.1% |
| 1Y | +312.3% | -49.1% | +361.3% | +421.5% |
| 3Y | +654.0% | -59.8% | +713.8% | +890.8% |
| 5Y | +1,055.3% | -75.5% | +1,130.8% | +1,762.3% |
| 10Y | +3,948.9% | -23.5% | +3,972.4% | +4,136.1% |
| All | +4,521.4% | -25.3% | +4,546.7% | +4,744.2% |
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