-58.2%
NKE vs D
+65.5%
-123.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -0.9% |
| 7D | -0.1% | +0.8% | -0.8% | -0.2% |
| 30D | -7.7% | -0.7% | -6.9% | -7.5% |
| 3M | -10.9% | +2.1% | -13.0% | -11.5% |
| 6M | -31.9% | +6.8% | -38.7% | -33.4% |
| YTD | -38.6% | +16.5% | -55.2% | -41.6% |
| 1Y | -46.9% | +19.2% | -66.1% | -49.9% |
| 3Y | -58.2% | +61.9% | -120.0% | -64.5% |
| All | -58.2% | +65.5% | -123.7% | -64.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling