-74.8%
NKE vs DAL
+118.7%
-193.5%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.4% | -3.5% | -3.2% |
| 7D | +0.5% | +10.7% | -10.2% | -3.3% |
| 30D | +11.4% | +12.5% | -1.1% | +6.5% |
| 3M | -7.2% | +3.6% | -10.8% | -8.8% |
| 6M | -10.7% | +26.7% | -37.4% | -19.0% |
| YTD | -37.7% | +34.3% | -72.0% | -45.2% |
| 1Y | -34.3% | +59.1% | -93.4% | -46.0% |
| 3Y | -60.9% | +179.9% | -240.8% | -76.0% |
| 5Y | -74.8% | +119.1% | -194.0% | -84.1% |
| All | -74.8% | +118.7% | -193.5% | -84.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling