-12.5%
NKE vs DAL
+108.0%
-120.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +1.0% | +0.7% |
| 7D | -1.6% | -1.1% | -0.5% | -1.3% |
| 30D | +7.6% | +12.8% | -5.2% | +3.6% |
| 3M | -6.9% | -5.3% | -1.6% | -5.6% |
| 6M | -8.5% | +22.4% | -30.9% | -14.7% |
| YTD | -38.8% | +25.6% | -64.4% | -43.8% |
| 1Y | -40.6% | +45.5% | -86.1% | -47.9% |
| 3Y | -60.9% | +161.0% | -221.9% | -72.3% |
| 5Y | -75.4% | +112.2% | -187.6% | -82.0% |
| All | -12.5% | +108.0% | -120.5% | -37.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling