+61.6%
DRAM vs NKE
-10.7%
+72.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -0.9% | +11.3% | +9.9% |
| 7D | -0.6% | -5.4% | +4.8% | -3.6% |
| 30D | -18.0% | +8.4% | -26.4% | -13.9% |
| 3M | -11.9% | -6.3% | -5.6% | -12.8% |
| 6M | -18.6% | -7.8% | -10.7% | -17.1% |
| All | +61.6% | -10.7% | +72.3% | +62.9% |
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