-40.6%
NKE vs D
+15.6%
-56.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.6% |
| 7D | -1.6% | -1.4% | -0.2% | -1.3% |
| 30D | +7.6% | +7.7% | -0.1% | +6.8% |
| 3M | -6.9% | -0.3% | -6.6% | -7.2% |
| 6M | -8.5% | +10.1% | -18.6% | -9.9% |
| YTD | -38.8% | +19.1% | -57.9% | -41.2% |
| 1Y | -40.6% | +15.9% | -56.5% | -42.8% |
| All | -40.6% | +15.6% | -56.2% | -42.8% |
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