-24.4%
NKE vs D
+38.3%
-62.6%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.9% | -1.9% |
| 7D | -5.5% | -1.6% | -3.9% | -5.0% |
| 30D | -10.4% | -3.5% | -6.9% | -9.3% |
| 3M | -15.8% | -1.6% | -14.2% | -15.5% |
| 6M | -33.4% | +5.8% | -39.2% | -35.2% |
| YTD | -41.0% | +14.5% | -55.5% | -44.3% |
| 1Y | -49.1% | +14.2% | -63.2% | -51.9% |
| 3Y | -59.8% | +59.0% | -118.8% | -67.1% |
| 5Y | -75.5% | +5.4% | -80.9% | -76.6% |
| All | -24.4% | +38.3% | -62.6% | -33.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling