+280.4%
NKE vs DAL
+391.1%
-110.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | 0.0% | -0.7% |
| 7D | -5.4% | +2.3% | -7.7% | -5.9% |
| 30D | +8.4% | +14.3% | -5.9% | +5.1% |
| 3M | -6.3% | +1.3% | -7.6% | -6.7% |
| 6M | -7.8% | +29.3% | -37.1% | -13.4% |
| YTD | -38.3% | +33.0% | -71.3% | -42.6% |
| 1Y | -37.3% | +59.8% | -97.2% | -44.2% |
| 3Y | -61.3% | +177.2% | -238.5% | -70.0% |
| 5Y | -74.8% | +118.4% | -193.2% | -79.8% |
| 10Y | -12.7% | +121.4% | -134.1% | -34.6% |
| All | +280.4% | +391.1% | -110.7% | +96.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling