-74.8%
NKE vs D
+14.3%
-89.1%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.2% | -3.2% | -3.1% |
| 7D | +0.5% | +2.4% | -1.9% | -0.2% |
| 30D | +11.4% | +10.9% | +0.5% | +8.0% |
| 3M | -7.2% | +2.8% | -10.0% | -8.0% |
| 6M | -10.7% | +12.7% | -23.4% | -14.3% |
| YTD | -37.7% | +20.3% | -58.0% | -41.7% |
| 1Y | -34.3% | +17.1% | -51.4% | -38.0% |
| 3Y | -60.9% | +75.1% | -136.1% | -68.4% |
| 5Y | -74.8% | +13.1% | -88.0% | -75.0% |
| All | -74.8% | +14.3% | -89.1% | -75.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling