-74.9%
NKE vs DAL
+105.9%
-180.9%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -1.9% |
| 7D | -2.3% | +0.8% | -3.1% | -2.6% |
| 30D | -10.4% | -11.7% | +1.4% | -6.4% |
| 3M | -15.5% | -2.7% | -12.7% | -15.1% |
| 6M | -32.6% | +30.7% | -63.3% | -39.6% |
| YTD | -39.8% | +14.4% | -54.2% | -43.6% |
| 1Y | -47.6% | +31.2% | -78.8% | -53.6% |
| 3Y | -59.0% | +99.4% | -158.4% | -70.8% |
| 5Y | -74.9% | +98.6% | -173.5% | -83.2% |
| All | -74.9% | +105.9% | -180.9% | -83.2% |
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