-37.3%
NKE vs DAL
+57.9%
-95.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | 0.0% | -0.6% |
| 7D | -5.4% | +2.3% | -7.7% | -6.1% |
| 30D | +8.4% | +14.3% | -5.9% | +3.8% |
| 3M | -6.3% | +1.3% | -7.6% | -7.1% |
| 6M | -7.8% | +29.3% | -37.1% | -16.3% |
| YTD | -38.3% | +33.0% | -71.3% | -44.8% |
| 1Y | -37.3% | +59.8% | -97.2% | -48.3% |
| All | -37.3% | +57.9% | -95.2% | -48.3% |
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