+6,161.3%
NKE vs D
+2,347.4%
+3,813.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.5% | -0.8% |
| 7D | -2.0% | +1.5% | -3.5% | -2.5% |
| 30D | -8.6% | -2.6% | -6.0% | -7.8% |
| 3M | -11.0% | 0.0% | -11.0% | -11.2% |
| 6M | -33.2% | +7.4% | -40.6% | -35.3% |
| YTD | -38.1% | +15.9% | -54.0% | -41.6% |
| 1Y | -47.4% | +18.1% | -65.5% | -50.8% |
| 3Y | -59.8% | +58.4% | -118.2% | -66.6% |
| 5Y | -74.2% | +5.2% | -79.4% | -75.5% |
| 10Y | -23.5% | +35.9% | -59.3% | -35.2% |
| All | +6,161.3% | +2,347.4% | +3,813.9% | +1,955.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling