-31.7%
NKE vs D
+23.9%
-55.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +4.4% | +0.8% | +4.5% |
| 7D | +9.0% | +8.5% | +0.5% | +7.9% |
| 30D | +19.2% | +14.3% | +4.9% | +17.5% |
| 3M | -1.5% | +1.8% | -3.3% | -2.2% |
| 6M | -4.2% | +13.0% | -17.2% | -6.0% |
| YTD | -34.8% | +22.7% | -57.5% | -37.3% |
| 1Y | -31.7% | +22.6% | -54.3% | -33.7% |
| All | -31.7% | +23.9% | -55.6% | -33.7% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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