-58.2%
NKE vs DAL
+98.4%
-156.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.3% |
| 7D | -0.1% | +3.4% | -3.4% | -1.2% |
| 30D | -7.7% | -13.6% | +5.9% | -3.2% |
| 3M | -10.9% | +1.2% | -12.1% | -11.8% |
| 6M | -31.9% | +34.5% | -66.4% | -38.9% |
| YTD | -38.6% | +14.7% | -53.3% | -42.2% |
| 1Y | -46.9% | +29.2% | -76.2% | -52.3% |
| 3Y | -58.2% | +100.0% | -158.2% | -70.6% |
| All | -58.2% | +98.4% | -156.6% | -70.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling