-47.4%
NKE vs DAL
+32.1%
-79.5%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.8% | -2.8% | -1.4% |
| 7D | -2.0% | +0.1% | -2.1% | -2.1% |
| 30D | -8.6% | -13.9% | +5.3% | -4.8% |
| 3M | -11.0% | +1.1% | -12.1% | -12.0% |
| 6M | -33.2% | +26.2% | -59.5% | -38.0% |
| YTD | -38.1% | +16.4% | -54.6% | -41.6% |
| 1Y | -47.4% | +33.9% | -81.2% | -52.1% |
| All | -47.4% | +32.1% | -79.5% | -52.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DAL.
Daily Out/Under-Performance
Portfolio return minus DAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAL 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 DAL 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