-24.4%
NKE vs DAL
+136.7%
-161.1%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.3% | -1.8% |
| 7D | -5.5% | -0.6% | -4.9% | -5.4% |
| 30D | -10.4% | -13.5% | +3.0% | -6.5% |
| 3M | -15.8% | +2.6% | -18.4% | -16.8% |
| 6M | -33.4% | +32.7% | -66.1% | -39.5% |
| YTD | -41.0% | +13.6% | -54.6% | -44.0% |
| 1Y | -49.1% | +28.8% | -77.9% | -53.7% |
| 3Y | -59.8% | +98.2% | -158.0% | -69.1% |
| 5Y | -75.5% | +105.9% | -181.4% | -81.8% |
| All | -24.4% | +136.7% | -161.1% | -48.5% |
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